007: Rob Hanna discusses trading ideas, market behaviour, market timing, where to find the best edges and how a confluence of ideas can improve trading results.
Better System Trader
00:00
Will Mean Reversion Strategies Continue to Work?
There's going to be ways to make money through mean reversion systems from here forever. But just how you do it, you may need to adapt. A study a few years ago looked at what the market likely to do if you have a down day verses an upday. And ah, it got to the point where if you had an up day, you were more likely to ave a down day following that. The same types of strategies will continue to work on the future.
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