I’ve been using a mean regression technique to play SPY options… is there any “lay centric” reading material on the subject you could recommend ? (great read, short and effective, with references, love it)
I’ve been exposed to mean regression via an indicator found on TradingView (https://www.tradingview.com/script/5uaoczeP-Mean-Reversion-Channel-fareid-s-MRI-Variant/) (MRC) now I need to know more > essentially so that I can employ the idea with dexterity. Last two weeks, I have found the linked indicator a super valuable tool… therefore anything you can discuss in the future regarding mean reversion would be cool. Bless !
I’ve been using a mean regression technique to play SPY options… is there any “lay centric” reading material on the subject you could recommend ? (great read, short and effective, with references, love it)
can you elaborate a little bit? Do you want to play the mean reversion on SPY? if this is the case then check out Larry Connors books
I’ve been exposed to mean regression via an indicator found on TradingView (https://www.tradingview.com/script/5uaoczeP-Mean-Reversion-Channel-fareid-s-MRI-Variant/) (MRC) now I need to know more > essentially so that I can employ the idea with dexterity. Last two weeks, I have found the linked indicator a super valuable tool… therefore anything you can discuss in the future regarding mean reversion would be cool. Bless !
Then Larry Connors book is a must read
Thank you Dr !