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Implement mean-reversion method (Back tested is preferred). #2

@N0teveryth1ng

Description

@N0teveryth1ng

Details

  1. Historical OHLC data (Yfinance preferred).
  2. Use bollinger bands, Z-Scores
  3. Ornstein-Uhlenbeck model for mean reversion detection
  4. Also, include sharpe ratio, max drawdown

Additional Notes

  • Open to both simple and advanced bollinger bands
  • This is not any pro deck trading strategy. So, minor mistakes are embraced but make sure to keep it clear

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