081: Trading the Mean Reversion Curve
Better System Trader - A podcast by Andrew Swanscott chats with professional traders Larry Williams, Ernest Cha
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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.
