https://alvarezquanttrading.com/blog/mean-reversion-vs-trend-following-through-the-years/
Something I am always thinking about is how the markets are behaving now vs the past few years vs several years ago. My edge on the strategies I trade depends...
mean reversionvstrendfollowingyears
https://hudsonthames.org/online-portfolio-selection-mean-reversion/
Feb 5, 2023 - Mean Reversion is an effective quantitative strategy based on the theory that prices will revert back to its historical mean.
online portfoliomean reversionselectionhudsonamp
https://alvarezquanttrading.com/blog/mean-reversion-entry-at-open-vs-intraday-pullback-vs-confirmation/
For the mean reversion strategies that I have created in the past and are trading now, they typically enter at the next day’s open or wait for a further...
mean reversionentryopenvsintraday
https://hudsonthames.org/minimum-profit-optimization/
Feb 5, 2023 - Introducing minimum profit optimization for mean-reverting portfolios and how it can be used in the development of trading strategies.
mean reversionminimumprofitoptimizationtrading
https://alvarezquanttrading.com/blog/the-abcs-of-creating-a-mean-reversion-strategy-part1/
I was recently interviewed on Better System Trader, click here for part one of the interview, about the steps for creating a stock mean reversion strategy. I...
mean reversionabcscreatingstrategypart
https://awealthofcommonsense.com/2024/06/when-is-the-mean-reversion-coming-in-the-stock-market/
Jun 23, 2024 - A historical look at mean reversion on the U.S. stock market.
mean reversionstock marketcoming