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This Blog is Systematic: Very.... slow... mean reversion .... and some thoughts on trading at different speeds
https://qoppac.blogspot.com/2025/03/very-slow-mean-reversion-and-some.html
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Tagged with:
execution
trend following
momentum
trading speed
high frequency trading
mean reversion
Bit of a mixed bag post today. The golden thread connecting them is the idea that markets trend and mean revert at different frequencies. -...
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