mean-reversion
agiprolabs473 installs
Test when prices may return to their average.
What it does
Assesses financial time series for mean reversion and guides the design of entry, exit, sizing, and risk rules.
When to use it
Use before trading a mean-reversion strategy to test whether the series exhibits mean-reverting behavior.
How to use it
Give it a request for mean-reversion analysis; it returns a report of statistical tests, model estimates, and trading signals.
Uses
BI
Latest review
What you need · 7
The bundled analysis scripts run with Python 3.
The analysis scripts import numpy for numerical calculations.
The analysis scripts import pandas for rolling time-series calculations.
Access · 1
This skill
Birdeye
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Fetches token prices from Birdeye