Mean Reversion Strategies in Volatile Markets
Marcus Vance
· 5 min read
5 min read
Backtesting the efficacy of high-frequency mean reversion setups during macro regime shifts.
Marcus Vance
· 5 min read
Backtesting the efficacy of high-frequency mean reversion setups during macro regime shifts.
How we shaved milliseconds off execution loops using kernel bypass and custom hardware configurations.
Discretionary trading has long been the gold standard for private wealth desks — but systematic options strategies are the only mathematically verifiable way to harvest variance risk premiums.
An architectural overview of our next-gen streaming ingestion engine designed for zero tick loss.