I recently read Gary Antonacci’s book Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk, and it was
Recently, I wrote about using mean-reversion time series models to analyze financial data and build trading strategies based on their
In the first Mean Reversion and Cointegration post, I explored mean reversion of individual financial time series using techniques such
Important preface: This post is in no way intended to showcase a particular trading strategy. It is purely to share