Anastasios (Andy) Tzanidakis was combing through old telescope data from 2020 when he found an otherwise boring star acting very strangely. The star, named Gaia20ehk, was about 11,000 light-years from ...
In this article, we develop a mean reversion strategy applied to a basket of stocks. The trading logic is straightforward: buy after short-term bearish moves and close the position when price returns ...