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081: Trading the Mean Reversion Curve

Play Mar 16•9:54

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.

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