Mean Reversion and Beta-Zero Targeting : A Long-Short Equity Trading Strategy

Research supports the idea that a mean reversion strategy, particularly with a near-zero beta, can be successful. These findings were examined by creating and backtesting an algorithm that would trade autonomously while following a set of instructions with optimized parameters. With the results from the backtest and live paper trading, it can be concluded that the strategy could plausibly perform well, but some improvements should be made to make it more robust

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Year of publication:	2018
Authors:	Krishnamurthy, Rajit
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Mean Reversion \| Mean reversion \| Portfolio-Management \| Portfolio selection \| Wertpapierhandel \| Securities trading \| Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price

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