Sunday, April 12, 2009

So this is mainly a way an opportunity for me to keep myself accountable. Secondarily, to use this site as a central point to keep idea's together and aggregate item's I find noteworthy. Enjoy.... or don't. I honestly don't care.

Is this the blackswan of short-term trading? And its followup. Many short-term trading strategies are mean-reverting. However, if liquidity is drying up, and an event like the one talked about above is coming. The last strategy you will want to use is a mean-reverting strategy.

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