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What's the best ranging symbol?


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What's the best ranging symbol?

  #1 (permalink)
RobtTheQuant
new york
 
Posts: 2 since Nov 2018
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What is the best ranging instrument out there? Just going up and down randomly all day long in a range? And if it's trending, there are no big spikes? I'm looking for something great for a intra-day mean reversion strategy?

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  #3 (permalink)
 tr8er 
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  #4 (permalink)
mzm22
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I would say that SP500 futures would work with a mean reversion strategy, possibly using VWAP, but will have to develop a specific strategy for it.

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Last Updated on July 26, 2019


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