Mean Reversion Book

[WS_MJH]

I'm wondering if any ETer has a recommendation of a good book that covers mean reversion either comprehensively or in part. Most of the books I've read have not covered the topic that well. There's no shortage of books on trend trading or on specific trading strategies, eg DeMark, Cynthia Kase. The only book I found that covers mean reversion in part was Mechanical Trading Systems by Richard Weissman. Any others?

 

[kut2k2]

Quote from WS_MJH:

I'm wondering if any ETer has a recommendation of a good book that covers mean reversion either comprehensively or in part. Most of the books I've read have not covered the topic that well. There's no shortage of books on trend trading or on specific trading strategies, eg DeMark, Cynthia Kase. The only book I found that covers mean reversion in part was Mechanical Trading Systems by Richard Weissman. Any others?

http://www.amazon.com/Trading-Chopp...=sr_1_5?s=books&ie=UTF8&qid=1354765272&sr=1-5

 

[RobtF]

If you consider pullbacks mean reversion - try Larry Connor's trading strategies, tradingmarkets.com

 

[seadog]

Never looked at the stuff.Heard of it. Is ther any value, what type of time frame? Any specfic market?

 

[RobtF]

Quote from seadog:

Never looked at the stuff.Heard of it. Is ther any value, what type of time frame? Any specfic market?

Rule base quantifiable results, short-tern 4-5 days, Stocks & ETF's.
http://www.amazon.com/Short-Term-Tr...id=1355061953&sr=1-1&keywords=larry+connors#_