😘I dropped a course about mean reversion trading. It’s built like a compact trading course module for practitioners. i start from first principles and the mathematics of stationarity. You’ll learn ▫️why classic mean-reversion is effectively a market making strategy with short realized #volatility exposure—and how to manage that convexity risk, ▫️how to verify a stationary spread with cointegration using the CADF test (residual-based ADF) and the johansen test (VECM, rank selection); ▫️how these tools fit into robust signal design and risk control, ▫️how to adjust against non-Gaussian realities, ▫️and how to time using half life: connecting discrete spread dynamics to the Ornstein–Uhlenbeck model, and implement it into your stop-losses, ▫️Also I cover cross-sectional contrarian long/short strategy, ▫️Risk management strategies ☝️Next will be scrutinizing liquidity-taking (market-taker) momentum strategies. Then I will continue with machine learning. And jumping into greeks, IV, skew and distribution... (As these posts are literally course level writings, I will do the promised raise of subscription fee especially as we are above 2.4k subs, to 50EUR soon, and no more raise) #stockmarket #riskmanagement #tradingstrategy #SPX500 #NASDAQ100 #gold $GLD