Mean Reversion in Time Series: What it is and Trading Strategies

If you had a decent automated mean reversion trading strategy or bot that focused on this, you would have a made a mint. If you don’t know what i am talking about, read this:


Protect your peofit by watching this https://quantlabs.net/banking/

Mean Reversion in Time Series: What it is and Trading Strategies

https://blog.quantinsti.com/mean-reversion-time-series/

Time Series Modelling

Remember that time series modeling is the crust of the quant trading and analysis.

Here are some highlights of this article:

 Describe a time series as follows:

  1. Does it remain stationary?
  2. Seasonality: Does there seem to be any seasonality?
  3. Does the variable have an autocorrelation?

There are 3 ways to model it with:

 Average movement

● Exponential smoothing

● ARIMA

More in this article here

https://onepagecode.substack.com/p/time-series-modelling?sd=fs&s=r

Build your wealth or preserve by watching this video