10.3

Contrarian Trading

PYTHON PLUGIN Futures Mean Reversion

Description

Strategy 10.3: Cross-sectional contrarian weights on futures

Strategy Logic

Strategy 10.3: Cross-sectional contrarian (mean-reversion). Market index return Rm = (1/N) * sum(Ri). Weights wi = -gamma * (Ri - Rm), normalised so sum(|wi|) = 1. Automatically dollar-neutral. Buy losers, sell winners.

Parameters

Parameter Default Value Type
lookback 5 int
gamma 1.0 float

Risk Configuration

Risk Parameter Value
Max Position Pct 6.0%
Stop Loss Pct 4.0%
Take Profit Pct 8.0%
Max Drawdown Pct 12.0%