https://xuquant.com/tags/mean-reversion/Recent content in Mean-Reversion on Xu'Bloghttps://xuquant.com/images/profile.jpghttps://xuquant.com/images/profile.jpgHugo -- 0.152.2enSun, 06 Apr 2025 10:00:00 +0800https://xuquant.com/posts/strategies/statistical_arbitrage_strategy/Sun, 06 Apr 2025 10:00:00 +0800https://xuquant.com/posts/strategies/statistical_arbitrage_strategy/A rigorous treatment of statistical arbitrage via Bollinger Band mean reversion on spread, covering cointegration theory, spread modeling, and the risk of non-reversionhttps://xuquant.com/posts/strategies/boll_channel_strategy/Sun, 23 Feb 2025 10:00:00 +0800https://xuquant.com/posts/strategies/boll_channel_strategy/A volatility-based trend strategy combining Bollinger Band breakout with CCI trend filtering and ATR chandelier stop