Show pageOld revisionsBacklinksBack to top This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong. ====== Forex Mean Reversion ====== I have studing Forex mean reversion from **Algorithmic Trading - Winning Strategies and Their Rationale** by **Ernest P. Chan**, and came up with the following report generated in Rmd: /* noborder */ {{url>http://nervtech.org/reports/currency_mean_reversion.html}} public/projects/mean_reversion/mean_reversion.txt Last modified: 2020/07/10 12:11by 127.0.0.1