Share this postOptimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exitblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherOptimal Mean Reversion Trading with Transaction Costs and Stop-Loss ExitedarchimbaudSep 6, 2023∙ PaidShare this postOptimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exitblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherShareOriginal paperSSRN-id2222196.pdfTrading rulesInvestment universe: 22 international ETFsThis post is for paid subscribersSubscribeAlready a paid subscriber? Sign in
