Heard quite often before (I haven't listened to anything for a while now) at various webinars and other performances by famous" traders theory, that during the correction of the American stock market, it is necessary to observe how individual stocks behave and buy those of them, who turned out to be the strongest, i.e, fell the least of all during the correction. Seems pretty logical at first glance, like the strongest bowed against the wind least of all, and they will rush in the wind faster than anyone.
Was it really so, you can find out, by programming the situation and running on historical data in any program for testing, or & quot; for advanced & quot;, in Matlab or in the currently fashionable programming languages R and Piton. Blindly trusting is not worth it, even if it looks logical. The logic in the stock market game quite often fails. But do not forget that it all WAS, and from the next second everything will change radically — here, 25 years has always been like this, but now it will be different, ведь история никогда не повторяется :)
I, вот например, programmed and found out everything. And who did not begin to do this, let him be tormented by doubts or believe the webinars :)
