I am been working on various mean reverting or “inside tunnel” trading model for recent low vol market

I am been working on various mean reverting or “inside tunnel” trading model for recent low vol market, however, none of them work nicely, any fresh idea to brain storm for discuss? — Take a look at thishttp://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_process . Hope it helps. Bests. —- -i guess esp in mean reverting in low vol it wont …

I am been working on various mean reverting or “inside tunnel” trading model for recent low vol market Read More ยป