
Tag: mean reversion
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Skewness of Trading Strategies and the Holy Grail of Trading

Combining Trend-Following and Mean-Reversion

Mean Reversion Can Also Provide Convexity

Simplicity Wins: Up 8% Year-To-Date With Long-Only Dow 30 Stocks
Mean-Reversion Regime Change Indicator [Premium Articles]
Long-Short Mean-Reversion Strategy For SPY, QQQ and TLT
Long-Only Mean-Reversion Strategy For SPY, QQQ and TLT
Short-Term Bears Are Expendable
Mean-Reversion Is Waning
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