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Produto publicado
Mean Reversion Probability indicator is a tool based on a mathematical theory of mean reversion . As the markets very often shows the behavior of diverging from its mean, up to a certain distance, and then start to converge its mean again. This is a very well known phenomenon in stochastic processes and the price series is also a stochastic variable so we apply certain mathematical and statistical procedures to estimate the turning point . Using Mean Reversion indicator, traders could