Australian (ASX) Stock Market Forum

mean reversion

  1. TraderJimmy

    Amibroker Optimisation gave unexpected results - Mean Reversion?

    I am doing some Amibroker testing, mostly to learn AFL, and I got some results that have confused me. I copied some code from a website to test the optimisation function and I thought it was testing an MA Crossover strategy, ie. buy when the shorter MA crosses up over a longer MA - indicating an...
  2. Gringotts Bank

    LSE versus HKEX

    Which index of stocks would be better for a mean reverting strategy?
  3. H

    Why do CTAs mostly use trend-following systems?

    Why the preference for trend-following and the neglect for mean-reversion strategies?
  4. S

    Improving mean reversion

    hi guys, Here is the equity curve and report for a system trading EURUSD since its inception in 1999. It doesn't have any position sizing or stops or take profit. It trades at most once per day, on the NY close. The starting balance is 10,000USD and no leverage is applied. I then...
  5. howardbandy

    My new book, Mean Reversion Trading Systems, is available for pre-printing ordering

    Greetings -- My new book, "Mean Reversion Trading Systems," is nearly complete. I will be sending it to the editors this weekend. Depending on how much revision they suggest, the book should be ready to send to the printer about Monday, December 24...