Testing the Mean Reversion trading strategy
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wilhelmina
Apprentice
Joined: 13 Sep 2007
Posts: 3
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 Posted: 07/20/08 - 06:42 Post subject: |
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| Hi. Is there anyone here willing to share their comments? I am looking into different trading strategies. One that is of particular interest to me is the Mean Reversion trading strategy. Has anyone here tested that in practice and can you tell me what the results were that you got from that? Thanks so much. |
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guido
Apprentice
Joined: 23 May 2006
Posts: 7
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| Posted: 08/19/08 - 03:28 Post subject: |
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| It can definitely be said that the Mean Reversion trading strategy can yield better results than a simple trend following strategy as is taken by so many traders. However, you know the risks. Loosing out is much more likely with a Mean Reversion trading strategy, and you should be aware of that in advance. |
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