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For traders looking for a clever mean-reverting strategy, Lagged Trends will be tempting. Introduced years ago, in MarketSci blog, Lagged Trends takes advantage of the way trends are calculated, some faster, some slower, using the same time periods. Perry Kaufman shows how it works and which markets to trade.
Perry Kaufman
Trading Systems and Methods,
Author
Perry Kaufman is a financial engineer specializing in algorithmic trading. He is best known for his book, Trading Systems and Methods, Sixth Edition, and recently published Kaufman Constructs Trading Systems. Mr. Kaufman has a broad background in equities and commodities, global macro trading, and risk management. He can be reached through his website www.kaufmansignals.com.
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