Strategies are available for sale to professional traders and hedge funds subject to acceptance of a non-disclosure agreement. For a list of strategies click here. Please read our disclaimer.
PSI5 STRATEGY
The strategy is not data-mined but based on a formula from a graduate text in probability theory. This is a mean-reversion strategy and can be used to trade long-only SPY (also leveraged ETPs that track S&P 500) and portfolios of large cap stocks.
Timeframe: daily and weekly.
Application examples
Large cap trading in daily timeframe
Large cap trading in weekly timeframe
Mean-Reversion Strategy For Futures
For updated performance click here or contact us.
Strategy code
We provide the formula for the strategy and the pseudo code that can be used to implement it in any language of preference. We can also provide Amibroker AFL code.
Price
For price details contact us. Please include the following:
- Fund name
- Your name and position
- Telephone number
- Website (if any)
Disclaimer: The strategies are provided as educational trading tools for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of any strategy. Under no circumstances the strategies should be treated as financial advice. Please read our Disclaimer and Terms and Conditions.
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