Sentences with phrase «daily mean reversion»

I remember the strategy being a daily mean reversion set up with an intraday pullback entry.

Alpha is the drift term, that will help us calculate the mean reversion level, beta is the daily mean reversion speed, and epsilon is a standard normal disturbance term.

Not exact matches

I have some daily models for interest - rate sensitive sectors that I haven't trotted out yet, which switch between mean reversion and mean aversion that do better than this, but I don't believe them because they are too good.

Even if the daily TF has formed a bearish pinbar, the 2 hour TF is in a down trend but the bullish engulfing candle shows a reversion to the mean.

The concept of mean reversion is something I talk about regularly here at Daily Price Action.