Better System Trader
081: Trading the Mean Reversion Curve
- Author: Vários
- Narrator: Vários
- Publisher: Podcast
- Duration: 0:09:55
- More information
Informações:
Synopsis
One of the main challenges with Mean Reversion trading is when to get into a trade, which can have a huge impact on profit and drawdown levels. How far from the Mean should we wait before considering a trade? PJ Sutherland shares the approach he uses to: Lower drawdowns Reduce the role of luck in trading Produce performance results that more closely resemble backtest results.