How Mean Reversion Shapes Market Dynamics and Trading Strategies
great breakdown. a simple portfolio with 1 trend-following strategy and 1 mean reversion will beat a lot of complex trading strategies from my experience running thousand of backtests.
That makes sense. Just make sure to deal with the tail risks in the MR strat adequately
great breakdown. a simple portfolio with 1 trend-following strategy and 1 mean reversion will beat a lot of complex trading strategies from my experience running thousand of backtests.
That makes sense. Just make sure to deal with the tail risks in the MR strat adequately