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Home > Better System Trader > 081: Trading the Mean Reversion Curve
Podcast: Better System Trader
Episode:

081: Trading the Mean Reversion Curve
Category: Business
Duration: 00:09:55
Publish Date: 2017-03-16 06:57:51
Description:

One of the main challenges with Mean Reversion trading is when to get into a trade, which can have a huge impact on profit and drawdown levels.

How far from the Mean should we wait before considering a trade?

PJ Sutherland shares the approach he uses to:

  • Lower drawdowns
  • Reduce the role of luck in trading
  • Produce performance results that more closely resemble backtest results.
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