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Basics of Mean Reversion Strategies by Dr. Ernest P Chan
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Mean Reversion strategy is a major component of technical acumen for trading. Prices and returns eventually move back to their mean or average stance, this concept forms the basis of many successful reversion strategies.
· Stationarity of Time Series
· Testing for Stationarity: ADF Test
· Cointegration vs. Correlation
· Mean Reversion Strategies
· Q&A
Dr. Ernest P Chan
Dr. Chan is the Managing Member of QTS Capital Management, LLC. A faculty member at QuantInsti for Executive Programme in Algorithmic Trading. He has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. Dr. Chan received his Ph.D. in physics from Cornell University and was a member of IBM’s Human Language Technologies group before joining the financial industry. He was a co-founder and principal of EXP Capital Management, LLC, a Chicago-based investment firm. Dr. Chan is also the author of Quantitative Trading: How to Build Your Own Algorithmic Trading Business (Wiley), Algorithmic Trading: Winning Strategies and Their Rationale and his third and latest book is on Machine Trading: Deploying Computer Algorithms To Conquer the Markets.
About QuantInsti
QuantInsti™ is one of the pioneer algorithmic trading research and training institutes across the globe. With its educational initiatives, QuantInsti™ is preparing financial market professionals for the contemporary field of algorithmic and quantitative trading.
About Quantra
Quantra™ is an e-learning portal by QuantInsti™ that specializes in short self-paced courses on algorithmic and quantitative Trading. Quantra™ offers an interactive environment which supports ‘learning by doing’ through guided coding exercises, videos and presentations.
· Stationarity of Time Series
· Testing for Stationarity: ADF Test
· Cointegration vs. Correlation
· Mean Reversion Strategies
· Q&A
Dr. Ernest P Chan
Dr. Chan is the Managing Member of QTS Capital Management, LLC. A faculty member at QuantInsti for Executive Programme in Algorithmic Trading. He has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. Dr. Chan received his Ph.D. in physics from Cornell University and was a member of IBM’s Human Language Technologies group before joining the financial industry. He was a co-founder and principal of EXP Capital Management, LLC, a Chicago-based investment firm. Dr. Chan is also the author of Quantitative Trading: How to Build Your Own Algorithmic Trading Business (Wiley), Algorithmic Trading: Winning Strategies and Their Rationale and his third and latest book is on Machine Trading: Deploying Computer Algorithms To Conquer the Markets.
About QuantInsti
QuantInsti™ is one of the pioneer algorithmic trading research and training institutes across the globe. With its educational initiatives, QuantInsti™ is preparing financial market professionals for the contemporary field of algorithmic and quantitative trading.
About Quantra
Quantra™ is an e-learning portal by QuantInsti™ that specializes in short self-paced courses on algorithmic and quantitative Trading. Quantra™ offers an interactive environment which supports ‘learning by doing’ through guided coding exercises, videos and presentations.