JP Morgan Chase & Co.

JPM: Mean Reversion (FREMA)

1 021
🏛️ Research Notes

  • Already looks mature to me 快照
  • Conditional averaging of percentage change shows weakening bullish momentum 快照
  • Testing FREMA as an indicator for mean reversion, where I will look for deviations from the average and anticipate a price movement back towards that mean. The bands were extended to cover the a distorted outcome. 快照


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