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Implement a Mean Reversion Trading Algorithm

Open ryanr08 opened this issue 3 years ago • 0 comments

The mean reversion strategy is an improvement on the simple moving average crossover strategy, except with a different approach than the exponential strategy. Implement this an add it as a new algorithm in algorithms.py.

For more info on the strategy, this link can be helpful: https://www.investopedia.com/terms/m/meanreversion.asp

ryanr08 avatar Dec 15 '21 02:12 ryanr08