Intraday mean reversion

Discussion in 'Strategy Development' started by lwlee, Oct 19, 2011.

  1. lwlee


    For equities, what are the various types of mean reversion strategies used for daytrading?

    I know 3 that are fairly common.
    - opening orders
    - pairs trading
    - gap plays

    Any others? Does anyone do price reversion using standard deviations or beta?