Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.

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10
votes
2answers
2k views

Is there a standard method for quantifying mean-reversion for use in directional trading?

Assuming a directional strategy (no pairs or spread trades) is there a "standard" method for quantifying mean-reversion? Should auto-correlation, variance ratios, hurst exponent, or some other measure ...
6
votes
2answers
346 views

Is there something like opportunistic “superstitious” trading?

This sentence in the following paper got me thinking: "Some traders [...] trade every pattern whether proven or not, expecting authentic ones to produce positive results, whilst the profits and ...
6
votes
1answer
517 views

Are special condition identifiers (e.g. AIG+) standardized?

Suffixes indicating class, preferred, new, etc., are well defined for NASDAQ and NYSE, but I can't find anything documenting the meanings of the trailing punctuation. For example, here's some that I ...
0
votes
1answer
916 views

basic stock trading strategies [closed]

What are some trading strategies for stocks (just stocks, no derivatives) using freely available online data sources?
8
votes
1answer
394 views

How to select/construct benchmarks for black-box trading strategies?

When faced with a black box trading strategy with extensive historical data available, how would one select/construct a representative benchmark? As a trivial example, when a strategy historically ...