Sentences with phrase «general for mean reversion»
In general for mean reversion adding any kind of stop seems to make the numbers worse.
http://alvarezquanttrading.com/ Not exact matches
Because of a rougher - looking schedule than in years (I mean, who really knows until halfway through the season — it was a big surprise to most that the AFCW wasn't tougher in 2017 for instance, or that the NYG would suck so epically), and no Shazier, and general reversion to the mean, and no particular reason to think Ben will be available for every game... I'll say 10 -5-1 with losses @ Tampa, @ Cin, Carolina, @ Denver, LAC.
Unlike asset prices in general, for which mean reversion is a multi-year phenomenon, deviations in market liquidity away from normal levels are very short lived, often lasting only weeks or months.