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This Blog is Systematic: Can I build a scalping bot? A blogpost with numerous double digit SR
https://qoppac.blogspot.com/2025/05/can-i-build-scalping-bot-blogpost-with.html
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Tagged with:
volatility
skew
vol targeting
pysystemtrade
sharpe ratio
high frequency trading
mean reversion
auto correlation
I did post recently , from which I shall now quote: Two minute to 30 minute horizon: Mean reversion works, and is most effective at the 4-...
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