007 - David Bush of Alphatative - Mean Reversion Rhythms
The Algorithmic Advantage
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Analyzing Different Types of Systems in a Long Short Equity Strategy
This chapter explores the various types of systems in a long short equity strategy, including long systems, short systems, and vol cap. It discusses the mean reversion approach of long and short systems and the trend following strategy employed by vol cap. It also delves into the role of volatility and how it impacts mean reversion strategies, with vol cap acting as a risk buffer for the overall portfolio.
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