Mean-Reversion Bands

Ornstein-Uhlenbeck pair-spread toy over deterministic sample data

read-only

Source

Coverage

sample_data_only

Actions

Boundary

ou_context_not_trade_signal. Bands are toy_not_prediction over sample_data_only spreads; no alerts, orders, or sizing advice.

OU Report

mean_reverting

Spread And Bands

entry_band / exit_band / z_score