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"How to build Mean Reversion trading strategies" - Stefan Friedrichowski

On this episode of BST Live, Stefan Friedrichowski from JFD Bank joined us to discuss “How to build Mean Reversion trading strategies”. Here are just some of the tips and insights you’ll discover: ● The "alarm signal" that got Stefan interested in Mean Reversion trading, ● How to determine if a market is good for Mean Reversion or not, ● How to reduce noise and increase the information content in trading charts, ● The danger of using a Mean which moves too fast, ● How the distribution of 2 bar combinations gives clues about potential trading edges, ● Adjusting the Mean length based on the timeframe of the chart, ● Stop loss vs take profit size, trading without a stop loss, degrees of freedom, statistical significance, sample size, entries, exits, and loads more. ► You can discover more from Stefan at http://jfdgroup.com and check out    • Mean Reversion Trading Set ups   too. ❓Want weekly trading insights, expert interviews, Sunday Summaries and more❓ Join the free Better System Trader newsletter📰: https://bettersystemtrader.com/newsle... ⭐⭐⭐ Support The Channel ⭐⭐⭐ ☕ Buy Me a Coffee: https://buymeacoffee.com/bettersystem... ** Timestamps ** 00:00 Warming up with some tunes 02:45 Trading background 05:14 The "alarm signal" that got Stefan interested in Mean Reversion trading 08:03 How to determine if a market is good for Mean Reversion or not 10:30 The "bricks" that can show Mean Reversion is a good trading idea 15:01 Why analyzing the market using price-based bars is better than time-based bars 19:14 How to reduce noise and increase the information content in trading charts 20:00 Selecting the size of price-based bars 22:35 How the distribution of 2 bar combinations gives hints about potential trading edges 31:39 The 3 currencies that could be the best candidates for Mean Reversion trading 32:39 2 bar combinations for the majors and the implication for trend trades 34:50 2 bar combinations over larger brick sizes 37:29 What is Mean Reversion trading 38:10 How to measure the mean and which indicator Stefan prefers 41:00 Other ways to define the "fair price" of a market 43:35 How to measure when the market has moved "too far" from the mean 46:34 Degrees of freedom in Mean Reversion example 47:25 Using volatility (ATR) to measure distance from the mean 50:34 How to optimize trading parameters 52:22 How often to reoptimize trading strategies and why 54:05 Stop loss and profit target placement 1:00:30 The danger of using a Mean which moves too fast 1:03:03 Adjusting the Mean length based on the timeframe of the chart 1:05:15 Stop loss size compared to take profit size 1:07:45 Should a trading strategy work on all pairs? 1:13:00 Filtering for absence of trend before taking a trade 1:16:30 Trading without a stop loss 1:20:15 Statistical significance, sample size and portfolios 1:25:35 How to discover more from Stefan 🎓🎓🎓 MORE TRADING EDUCATION & CONTENT 🎓🎓🎓 ► Better System Trader website: https://bettersystemtrader.com ► Interviews With Pro Traders: https://interviewswithprotraders.com ► Smashing False Breakouts: https://smashingfalsebreakouts.com ► Trading Market Internals: https://tradingmarketinternals.com ► DPS Trading Technique: https://dpstradingtechnique.com Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.