Sentences with phrase «for your mean reversion trades»

Have you considered using market internals (market breadth, e.g. Advance / Declines) as a filter for your mean reversion trades on stocks?

This means we are seeing fewer stocks sell off and setting up for a mean reversion trade.

I have been using and promoting RSI2 since 2004 for mean reversion trading.

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.

Claugus is also very interesting in that he generally trades against the market, looking for mean reversion situations.

These can be trending or mean reversion systems, but on a shorter time frame — Weissman cites that these generate signals for trades that last 10 days or less.

Since this is not possible (for most of us), I don't think that the resulting statistics reflect the reality of trading a stock mean reversion system.

To paraphrase Mr. Varadi, most of the opportunities arise at the same time so it is really no better than trading a stock index for mean reversion.

Meanwhile, Vince's models find mean - reversion in over-extended stocks for short - term trades of the type Chris did.

For us though, based on over two decades of data, the sweet spot for mean reversion equity trading tends to be 3 - 7 daFor us though, based on over two decades of data, the sweet spot for mean reversion equity trading tends to be 3 - 7 dafor mean reversion equity trading tends to be 3 - 7 days.

Trading infrequently, play in the green zone — don't look for momentum, look for mean reversion.