A simple algorithm and backtest in R that trades cattle futures on a mean reversion strategy.
-
Updated
Mar 7, 2018 - R
A simple algorithm and backtest in R that trades cattle futures on a mean reversion strategy.
Add a description, image, and links to the mean-reversion topic page so that developers can more easily learn about it.
To associate your repository with the mean-reversion topic, visit your repo's landing page and select "manage topics."