Peter - Cracking Markets (@systematicpeter) 's Twitter Profile
Peter - Cracking Markets

@systematicpeter

Systematic trader, fund manager. Web: crackingmarkets.com

ID: 1563809679469428738

calendar_today28-08-2022 08:44:26

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Peter - Cracking Markets (@systematicpeter) 's Twitter Profile Photo
Peter - Cracking Markets
@systematicpeter

13 days ago

Mean Reversion (purple) vs. Momentum (green). MR looks steady, almost “too perfect.” Momentum swings, but survives storms. Lesson I’ve learned: the smoothest curve isn’t always the safest. Longevity comes from blending uncorrelated edges. #SystematicTrading #Diversification

Mean Reversion (purple) vs. Momentum (green). MR looks steady, almost “too perfect.” Momentum swings, but survives storms. Lesson I’ve learned: the smoothest curve isn’t always the safest. Longevity comes from blending uncorrelated edges. #SystematicTrading #Diversification