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1.86 PF after 32,000 trades using mean reversion stategy

submitted by AdministrativeSet236 to algotrading [link] [comments]

Phenomenon of reversion of the mean derivative of price

Has anyone realized this yet? If you calculate the slope of the previous periods and then wait for a deviation away from it, while also filtering out random price action with an ATR, it creates a very very nice equity curve.
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https://reddit.com/link/xubb25/video/3oaxnoge8jr91/player
submitted by AdministrativeSet236 to algotrading [link] [comments]

A play on Dereck's Strategy using Mean Reversion for Tech, Semis, and SPX. Still a work in progress.

A play on Dereck's Strategy using Mean Reversion for Tech, Semis, and SPX. Still a work in progress. submitted by DjKeyhole to LETFs [link] [comments]

$AAP CSP 1/13 145p $5.70 premium mean reversion trade idea with Keltner channel

$AAP CSP 1/13 145p $5.70 premium mean reversion trade idea with Keltner channel submitted by yodaveyd to thetagang [link] [comments]

Mean Reversion Half Life

I was playing around with mean reversion and one triad of stocks seemed to do really well except it had a half life (average time to mean revert) of 600 days. Is this a problem as the books I've been reading tend to prioritize having the shortest half life.
submitted by ARandomBloodyLegend to algotrading [link] [comments]

Love the Crypto news referencing "it ain't gold". Because that gets investors thinking about silver. Institutional money to invest into a balanced portfolio in post-Crypto mania? Reversion to the mean for PMs incoming? Don't feel safe, FILL YOUR SAFE!

I missed posting to you all!
submitted by pepperonilog_stonks to Wallstreetsilver [link] [comments]

#shorts #binomo #forex #binance #gateio #btc #kriptopara #coin #shibainu #trader #trading

#shorts #binomo #forex #binance #gateio #btc #kriptopara #coin #shibainu #trader #trading submitted by crytoloover to coinmarketbag [link] [comments]

1.86 PF after 32,000 trades using mean reversion stategy

1.86 PF after 32,000 trades using mean reversion stategy submitted by LiterallyStonkler to StonkFeed [link] [comments]

40% Expected Drop in Housing Mean Reversion. Housing Bubble Popping!

40% Expected Drop in Housing Mean Reversion. Housing Bubble Popping! submitted by ValoremFoundation to NFTsAdValorem [link] [comments]

$UVIX Last time VIX was at current levels was back on August 26th where it spiked and SPY dropped 7.1% over the next 5 days. Also the $UUP Daily RSI is at a 2yr low and VIX Daily RSI is at a 17yr low. Mean reversion time? $BTC.X $SPY $NASDAQ everything bubble collapse.

$UVIX Last time VIX was at current levels was back on August 26th where it spiked and SPY dropped 7.1% over the next 5 days. Also the $UUP Daily RSI is at a 2yr low and VIX Daily RSI is at a 17yr low. Mean reversion time? $BTC.X $SPY $NASDAQ everything bubble collapse. submitted by EpicEconomics to Epic_Economics [link] [comments]

[Developer] Investing using Python: Support Vector Machines (SVM) classifier (SVC) combining mean reversion and momentum indicators for forex using Python

[Developer] Investing using Python: Support Vector Machines (SVM) classifier (SVC) combining mean reversion and momentum indicators for forex using Python submitted by newsbeard to Newsbeard [link] [comments]

Mean Reversion and 5 Year Return

Mean Reversion and 5 Year Return
From 1970 to 2017, if you bought the S&P 500 when it was below its exponential mean trend, your 5 year return was positive.
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https://preview.redd.it/xm5dcqxjw9o91.jpg?width=1151&format=pjpg&auto=webp&s=9478549d8524dea0ef13a7ec9e5051edae535dee
Obviously that doesn't mean we're going straight up from here, and 5 years is a long time to wait for possibly a very small return, but it's something to think about. I think we have a bit more downside to go, but historically/statistically it looks like a pretty safe bet at the moment if you have at least a 5 year time horizon.
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Beyond that (and I'm not punching in an entire table, so I guess you'll just have to take my word for it until you do the work yourself: the 1 year average return at this decile of the stdev range (around -0.1 to -0.3 stdev) is 10.4%.
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(This post was initially removed by the automod...I'm guessing I didn't have enough text in the body and it was considered low-effort, even though I went through the trouble of crunching all the numbers myself, so here's some extra text to prove that I put some thought into this and I'm not simply posting a meme. Hopefully this is enough to satisfy the requirements.)
submitted by HeyYoChill to StockMarket [link] [comments]

Market cap vs Mean reversion

I've read about the efficient market and how it best allocates weightings by capitalization. I've also read about staying the course with your asset allocations and the benefits of rebalancing to those chosen fixed allocations due to the phenomenon of mean reversion.
Isn't there some contradiction here ?
For example, a global index fund is getting more and more US weighted over time (without rebalancing)
submitted by uniacctg to fiaustralia [link] [comments]

Reversion to the mean

Does anyone do reversion to the mean trades? Using bollinger bands to indicate over bought or over sold, for example. If so what else do you look for? I want to try the 2500 to 25k challenge in 1 year.
submitted by ResponsibleTrack3504 to OptionsExclusive [link] [comments]

Equity Risk Premium Forum: Term Structure, Mean Reversion, and CAPE Reconsidered

Equity Risk Premium Forum: Term Structure, Mean Reversion, and CAPE Reconsidered submitted by moneymarketsquare to moneymarketnews [link] [comments]

A play on Dereck's Strategy using Mean Reversion for Tech, Semis, and SPX. Still a work in progress.

A play on Dereck's Strategy using Mean Reversion for Tech, Semis, and SPX. Still a work in progress. submitted by andrebotelho to ComposerTrade [link] [comments]

Trend following or mean reversion?

Simple yet powerful strategies are the best in my experience.
Which type of trading strategy do you use?
Do you use both trend and mean reverting systems?
How do you choose which to deploy?
submitted by huntfortrades to allthingstrading [link] [comments]

Building trading indicator: etf mean reversion

submitted by LiterallyStonkler to StonkFeed [link] [comments]

Equity Risk Premium Forum: Term Structure, Mean Reversion, and CAPE Reconsidered

Equity Risk Premium Forum: Term Structure, Mean Reversion, and CAPE Reconsidered submitted by moneymarketsquare to moneymarketnews [link] [comments]

Gold and Silver 1D Mean Reversion · Strategy on Composer

Gold and Silver 1D Mean Reversion · Strategy on Composer submitted by Optimizing-Energy to CommodityTrading [link] [comments]

Reversion to the Mean

If you had ~250k in cash which you were planning on getting into the market what would your feelings be regarding Bogle's statements on the reversion to the mean?
As of now the S&P is trading at ~30-35% over what could be considered the "average" PE. While the S&P will trade ever higher based on Dividends and Earnings growth, there "has" to be a rectification of this "30-35% speculation" bump that we are seeing right now.
Of course, no one knows when or how this will play out and it's also a valid point that with more growth companies in the S&P that the PE ratio could be stated to increase over time.
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With the 250k and this in mind:
  1. Lump sum all in
  2. Dollar Cost Average over ~12 months
  3. Other?
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Thanks!
submitted by gacifak885 to Bogleheads [link] [comments]

Phenomenon of reversion of the mean derivative of price

submitted by LiterallyStonkler to StonkFeed [link] [comments]

Bollinger Bands Trading Strategy: How to Trade it Like a ... The Ultimate Candlestick Patterns Trading Course - YouTube

Kara http://www.blogger.com/profile/04433786339142695287 [email protected] Blogger 200 1 25 tag:blogger.com,1999:blog-2143807699497026933.post-3919365021761556050 Mean reversion seeks to capitalize on the view that over the short term markets are cyclical -- meaning that an upward trend is usually followed by a downward trend and vice versa. Short volatility aims to exploit the observed tendency of the implied volatility of an equity index to be higher than the volatility realized by the index. May 08, 2012 Five Year Ten Year Ten Year Year to Date An example of when the Trust may incur expenses in USD would be in the unanticipated instance where the Sponsor determines that it will resign, thereby terminating the Trust, and the Trust then undertakes an orderly dissolution, all due to changes or restrictions imposed by the Chinese government requiring reversion of Chinese Renminbi into USD. The payment of expenses in Chinese Renminbi and So ist das Konzept der Volatilität die Reversion nicht von der EWMA erfasst. Die ARCHGARCH Modelle sind dafür besser geeignet. Ein sekundäres Ziel von EWMA ist es, Veränderungen in der Volatilität zu verfolgen, so dass für kleine Werte die jüngste Beobachtung die Schätzung umgehend beeinflussen wird, und für Werte, die näher an einem liegen, ändert sich die Schätzung langsam zu den Tuesday, 30 May 2017. Forex Mittelwert Reversion Mq4cpp 原文链接：时间序列的联动分析背景介绍在互联网公司里面，通常都会监控成千上万的时间序列，用于保障整个系统或者平台的稳定性。 在这种情况下，如果能够对多条时间序列之间判断其是否相关，则对于监控而言是非常有效的。基于以上的实际情况，清华大学与 Ali… Super Revesal Trading System V.2 is a complex trading system based on Bollinger Bands to define areas of overbought (upper bands) and oversold (lower bands), on a trend indicator such as entry timing and especially on the Super ADX momentum trend indicator in this case used as a signal of inversion. Trabajar con el repositorio. El repositorio MQL5 Storage funciona solo con la carpeta MQL5 (o MQL4) de la plataforma comercial, así como con el catálogo especial de proyectos compartidos, diseñado para proyectos grupales.. Todas las operaciones con el repositorio MQL5 Storage se realizan a través del menú contextual de la ventana "Navegador" y a través del menú contextual Editor de Thursday, 2 February 2017. Forex Moyen Reversion Mq4cpp Signup for FREE. Trade Forex Online. Forex Trading, which is the process of currency trading, is an effective way to take advantage of market forces with minimal cost.

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Bollinger Bands Trading Strategy: How to Trade it Like a ...

Discover how candlestick patterns can help you identify high probability trading setups — so you can profit in bull and bear markets. ** FREE TRADING STRATEG... Bollinger Bands is a versatile trading indicator (created by John Bollinger). And in this video, you'll learn: 1. What is the Bollinger Band indicator and ho...

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