Mark Babayev

WorldQuant University

Place St Charles

201 St Charles Ave #2500

New Orleans, LA 70170

United States

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Scholarly Papers (1)

1.

Short Term Trading Models – Mean Reversion Trading Strategies and the Black Swan Events

Number of pages: 32 Posted: 11 Mar 2020
WorldQuant University, WorldQuant University, WorldQuant University and WorldQuant University
Downloads 403 (77,711)

Abstract:

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Mean-Reverse, Black Swans, Grey Swans, White Swans, Jarque Bera test, IsolationForest, outliers, Bollinger Bands, buy-and-hold, stop-loss