R script: Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model
Here is a more detailed set of R scripts with source code walkthrough demo
1. Backtesting a set of strategies
2. Jeff Augen example of volatility-spikes
3. Mean Reversion with Volatility spikes
4. Euler- demo with Ornstein Uhlenbeck process which is a low level mean reversion
These will be posted fo Premium Mermbers so you can get your access now. Also, expect a webinar to come on this soon too.
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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
