Commodity Trading AdvisorAsset Management
Statistical Arbitrage CTA Mean Reversion Strategies Process
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Statistical Arbitrage CTA Mean Reversion Strategies Process

Optimize your trading strategy with a robust process for statistical arbitrage and mean reversion, from data analysis to live implementation and performance review.
1
Data Collection and Preparation
2
Historical Data Analysis
3
Identify Price Discrepancies
4
Model Development and Selection
5
Backtesting Models
6
Risk Management Assessment
7
Execution Algorithm Design
8
Approval: Strategy Approval
9
Live Trading Implementation
10
Performance Monitoring and Evaluation
11
Reporting and Documentation
12
Review Market Conditions Regularly
13
Continuous Improvement and Optimization