Forum: Emini and Emicro Index
April 13th, 2019, 09:47 AM
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Replies: 16
Views: 2,551
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Forum: Emini and Emicro Index
April 12th, 2019, 07:33 AM
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Replies: 16
Views: 2,551
Something like interest rates are a mean...
Something like interest rates are a mean reverting process. The S&P has a persistent long term drift because of economic growth.
The issue with testing what you mean is you have to define it with...
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Forum: Emini and Emicro Index
April 11th, 2019, 07:37 PM
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Replies: 16
Views: 2,551
I don't know how you can say the S&P 500/ES is...
I don't know how you can say the S&P 500/ES is mean reverting by any proper definition of the concept.
IMO a visual backtest is completely worthless. They eye is so easily deceived and you will...
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