
Tag: mean reversion
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Positive Skew Can Hurt Returns

Reliance on a Single Strategy Poses High Risks

Mean-Reversion Strategy For SPY and QQQ ETFs

Performance of Trend-Following and Mean-Reversion Strategies [Premium Articles]

Skewness of Trading Strategies and the Holy Grail of Trading

Combining Trend-Following and Mean-Reversion

Mean Reversion Can Also Provide Convexity
