Quant Quickstart III: Mean Reversion Strategy

New to the Quant Quickstart series? Read part one and part two.

If you’ve made it this far, congratulations! You’ve successfully imported the Dow 30 from Intrinio and graphed the relative strength index for multiple stocks.

In this post, we’re going to create a simple mean reversion strategy that you’ll be able to build on to develop your own profitable trading strategies. We’ll continue using the Intrinio sandbox so everyone can follow along for free. We’ll change our momentum and mean reversion periods to account for this.

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