Search for: Log Inmath_champ Profile Topics Started Replies Created Engagements Favorites Search replies: Forum Replies CreatedViewing 1 post (of 1 total)AuthorPosts 08/08/2021 at 2:57 pm in reply to: How do I short the weakest tickers in a list? #82228 math_champParticipantHi Frank, I wanted to check, does the “Mean reversion weight” apply to the returns only, or is it taken into consideration as well when calculating the volatility?AuthorPostsViewing 1 post (of 1 total)
