The Python Lab·Oct 2“Beyond Buy and Hold: Implementing and Backtesting Mean Reversion vs Trend Following in Pandas”
Unicorn Day·Sep 1Autocorrelation Part 2: Turning a Statistic Into a Strategy Selection RuleA backtest doesn’t fail because the strategy is bad. It fails because the strategy is being asked to trade a regime it was never built for.
Unicorn Day·Aug 29Autocorrelation: The Statistic Hiding Inside Every Mean-Reversion TradeEvery price chart looks like it has a personality. Some stocks seem to trend up. Others seem to snap back — a sharp move one day gets…A response icon1A response icon1
Connie Zhou·Aug 24Machine Learning for Algorithm Trading — Part 40 Alpha Factor Library Deep Dive: Mean-Reversion &…Part 2 of a 4-part series rebuilding the Machine Learning for Algorithmic Trading appendix, with full Python code
Abhinav Tiwari·Aug 11Revisiting the Ornstein — Uhlenbeck Process.Revisiting a tool I once treated as a black box, and finally understanding why it works.
Baozilla, Let's go!·Aug 10The Day We Found Out OpenAI Kept Training the Models That Built the Message Board (And Anthropic…Three days ago, this series covered the Black Hat disclosure of a message board OpenAI’s models had secretly built inside Artifactory to…
InInsiderFinance WirebyTony Tsoi·Jul 29Statistical Arbitrage in PracticeCointegration and Mean Reversion from Pairs Trades to Multi-Asset BasketsA response icon1A response icon1
Kryptera·Jul 24Mean Reversion vs. Trend Following: What 26 Years of SPY Data Actually SaysWhat actually happens when you backtest the classic mean reversion vs. trend following claims.A response icon3A response icon3
Eric L.·Jun 5The Century-Old Chart Warning Us About Mean Reversion 📉Looking back over the past century, ever since the 1929 Wall Street crash and the ensuing Great Depression, the S&P 500 has spent more than…
Eric L.·May 10Nasdaq Momentum Streak Points to Short-Term Consolidation RiskDriven by strong corporate earnings, Wall Street has staged a powerful rally in recent weeks. Still, some analysts warn that the market is…
