Engineering Alpha

Engineering Alpha

The Simplest Mean Reversion Trading Strategy

Creating a Very Basic Mean Reversion Strategy in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 07, 2023
∙ Paid

Mean reversion is a type of contrarian trading where the trader expects the price to return to some form of equilibrium which is generally measured by a mean or another central tendency statistic. This article discusses a really simple mean reversion trading strategy.

The Fibonacci Trading Book is finally out! Filled with Fibonacci-based trading methods …

User's avatar

Continue reading this post for free, courtesy of Sofien Kaabar, CFA.

Or purchase a paid subscription.
© 2026 Sofien Kaabar · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture