Changing a mean reversion strategy to deliver 30% annual returns since 1999
L: https://www.quantitativo.com/p/the-holy-grail-still-works
C: https://news.ycombinator.com/item?id=40701607
posted on 2024.06.16 at 21:44:13 (c=0, p=4)
Changing a mean reversion strategy to deliver 30% annual returns since 1999
L: https://www.quantitativo.com/p/the-holy-grail-still-works
C: https://news.ycombinator.com/item?id=40701607
posted on 2024.06.16 at 21:44:13 (c=0, p=4)
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