Sentences with phrase «for a mean reversion strategy»

Especially for mean reversion strategies)

Not exact matches

Several years ago, we began working with Jack after discovering that his short - term «reversion to the mean» ETF system greatly complimented the Morpheus momentum trading strategy for individual stocks.

I was recently interviewed on Better System Trader, click here for part one of the interview, about the steps for creating a stock mean reversion strategy.

For example a mean reversion strategy during a market has a sell off.

Perhaps mean reversion for these strategies still lies in their future, at which point the typical negative relationship will become evident.

It is because of you guys that I have started looking into mean reversion strategies for stocks.

My approach was to play for the weaker mean - reversion effect, and have a lower turnover rate than would be needed in a value plus momentum strategy.