Someone asked me recently whether strategies based on mean reversion, trend following, and momentum are “good” or just data mining. It’s a reasonable question, but it reveals some confusion that arises from mixing up two things that sound similar but are very different. Mean reversion, trend, momentum: these aren’t edges. They’re labels for how prices ... Read more The post To Trend or Not To Trend? (Wrong question) appeared first on Robot Wealth .

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