HomeThe Black BookChapter 9

Chapter 09

Mean Reversion Strategies

35 strategies in this chapter

1
Bollinger Band Mean Reversion
2
Keltner Channel Mean Reversion
3
RSI Oversold/Overbought Mean Reversion
4
Standard Deviation Mean Reversion
5
VWAP Mean Reversion
6
Moving Average Distance Mean Reversion
7
ATR Extension Mean Reversion
8
Stochastic Mean Reversion
9
CCI Extreme Mean Reversion
10
Williams %R Mean Reversion
11
Percent B Mean Reversion
12
Z-Score Mean Reversion
13
Pairs Mean Reversion (Spread Trade)
14
Sector Mean Reversion
15
ETF Mean Reversion
16
Opening Range Mean Reversion
17
Intraday Range Mean Reversion
18
Gap Mean Reversion
19
Overnight Move Mean Reversion
20
Volume Profile Mean Reversion (POC)
21
Fibonacci Retracement Mean Reversion
22
Regression Channel Mean Reversion
23
Donchian Channel Mean Reversion
24
Price Channel Mean Reversion
25
Relative Strength Mean Reversion
26
Volatility Mean Reversion (VIX)
27
Correlation Breakdown Mean Reversion
28
Calendar Spread Mean Reversion
29
Statistical Arbitrage Mean Reversion
30
Cointegration Mean Reversion
31
Half-Life Mean Reversion
32
Ornstein-Uhlenbeck Mean Reversion
33
Hurst Exponent Mean Reversion
34
Entropy-Based Mean Reversion
35
Machine Learning Mean Reversion Signal

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