Subject: Using strength to exit a mean reversion trade. Did you read this past blog post?

Revisiting old research can spark new research or trading ideas. Did you read Using strength to exit a mean reversion trade.

I had a long-time reader send me a mean-reversion strategy that he wanted me to test and write about. What caught my attention was the rules differing from what I typically see and use. Different ways of measuring strength of a sell-off and volatility expansion. Along with a different type of exit being used on a mean reversion strategy. Not simply waiting for the bounce.

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Good Quant Trading,
Cesar

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    This is an online snapshot of a newsletter created by the owner of Alvarez Quant Trading New Blog Post Notification (BeWater LLC, 7241 185th Ave NE, Suite 2107, 98052 Redmond, United States) and sent via GetResponse on 2024-12-18. Report abuse