Mean Reverting Commodity Markets - Best Mean Reversion Strategy — Peak Trading Research
Mean Reverting Commodity Markets - Best Mean Reversion Strategy …
Mar 13, 2022
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Peter Math on Instagram: "I used Parrot AI to edit this, link in bio👆 A mean-reverting process is a type of stochastic model where values tend to drift toward a long-term average over time. Instead of wandering endlessly like pure randomness, it “pulls back” toward equilibrium — a balance point that represents stability. This idea captures many real-world systems where things fluctuate but don’t stray too far for long, such as interest rates, stock volatility, or even natural temperatures. The
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