Dec 4, 20211 minThe Basic of Mean Reversion (Part 2)In this part, we will be discussing about an alternative way to investigate the presence of mean reversion. And that alternative ways is...
Dec 4, 20211 minThe Basic of Mean Reversion (Part 3)Another ways to interpret regression coefficient (i.e. γ) is that γ is a measure of how long it take for a price to mean revert. So,...
Dec 4, 20211 minThe Basic of Mean Reversion (Part 1)In financial market, all asset price are time series (e.g. stock prices, commodity price, cryptocurrency price, and etc.). Therefore, we...