Example URL links of long term mean reverting strategy code with Ernie Chan

(Last Updated On: May 30, 2019)Notes Notes on Ernie Chan lomg term vs short term coding cointegration diverges between pairs over long term while co-relation comove in same direction cointegration is long term and about price correlation is short term and about returns basic mean reversion strategy bollinger bands -> enter into position only when … Continue reading Example URL links of long term mean reverting strategy code with Ernie Chan