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Mean Reversion vs. Trend Following

AlgoQuant 0.0.5 just got released!

This release is particularly exciting because you no longer need a license to use AlgoQuant. AlgoQuantCore now disappears forever. The source of the entire AlgoQuant project is now available:
http://www.numericalmethod.com/trac/numericalmethod/browser/algoquant

Maybe even more exciting is that we ship this release with two quantitative trading strategies: one mean reversion strategy and one trend following strategy. More information can be found here:
http://www.numericalmethod.com/trac/numericalmethod/wiki/AlgoQuant#TradingStrategies

The question remains: when do you do mean reversion? when do you do trend following?

I will leave this to the reader to figure it out. 😀

 

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