Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Mean Reversion Help!

I am new to Quantopian and wanted to create a Mean Reversion strategy using the program. However, I've run into a couple of problems and I was hoping some of you could help me out. The strategy isn't trading and I don't believe I have a good enough grasp of the code to fix it. Bringing me to you. Feel free to edit the code and let me know whats wrong.

2 responses

I changed a couple things, it now uses the prices dataframe to get the mean and standard deviation. It also uses history, so it has to run in minute mode. It trades now, hopefully you will be able to continue your work again.

Thank you very much David. Ill get back to work pronto.