Better System Trader

062: Mean Reversion strategies with PJ Sutherland

Informações:

Sinopse

The performance profile of Mean Reversion is extremely desirable to a lot of traders. Mean reversion trading strategies can produce high win rates and a smooth equity curve, however there are risks, which can result in giving back a large portion of profits, or of your trading account, some times in a very short period of time. So what can you do to build mean reversion strategies that produce consistent profits while managing risk effectively? Todays guest, PJ Sutherland, is here to share the knowledge he has gained from years of research and trading mean reversion strategies, and as you’re going to hear, he has some really interesting insights to share with us. PJ has extensive experience in the development and deployment of quantified trading systems and has been active in the market for the past decade. He is the founder and director of Alpha Investment Advisors, providing research to hedge funds and prop trading firms, and the founder of the website Quantlab for private traders. In our chat today, you wi