Mean - Reverting Trading System - Quantitative Trading In Python

from Harbourfront Technologies · host Harbourfront Technologies

We develop a simple trading system exploiting the mean-reverting behaviour of the SP500 market index. To generate buy and sell signals, we will use simple moving averages as noise filters. Since we know that the SP500 is mean-reverting in a short term, we will use short-term moving averages. http://tech.harbourfronts.com/mean-reverting-trading-system-quantitative-trading-in-python/

Episode metadata supplied by the publisher feed · Published Apr 26, 2021

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Mean - Reverting Trading System - Quantitative Trading In Python

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