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Results tagged with mean-reversion
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user 352
A mean reverting process is a process that, over time, tends to drift toward its long-term mean.
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votes
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answers
3k
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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 …
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