Strategy Catalog

3.10 PLUGIN

Mean-Reversion Weighted Regression

Strategy 3.10: Weighted regression residuals for mean reversion

stocks mean reversion

3.9 PLUGIN

Mean-Reversion Single Cluster

Strategy 3.9: Log-return mean reversion across single cluster

stocks mean reversion

3.9.1 PLUGIN

Mean-Reversion Multiple Clusters

Strategy 3.9.1: Mean reversion within industry clusters

stocks mean reversion

4.4 PLUGIN

ETF Mean-Reversion

Strategy 4.4: Mean-reversion on ETF z-score deviation from SMA

etf mean reversion

10.3 PLUGIN

Contrarian Trading

Strategy 10.3: Cross-sectional contrarian weights on futures

futures mean reversion

10.3.1 PLUGIN

Contrarian Market Activity

Strategy 10.3.1: Volume/OI-filtered contrarian on futures

futures mean reversion