This is a summary of links featured on Quantocracy on Wednesday, 04/07/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Adding candlesticks to mean reversion setup in a portfolio [Alvarez Quant Trading]In my previous post, Adding candlesticks to mean reversion setup, we looked at how various candle patterns could help individual trades. Now we will see how those results translate to a portfolio. And why I usually only do portfolio level testing. The Strategy Setup Rules Stock is a member or was a member of the Russell 3000 The Dollar Volume of stock is greater than $500,000 Close is above $1