In this episode, we explore a machine learning-driven mean reversion strategy that combines both long and short signals, enhanced by a volatility regime filter using the VIX. We break down how the model identifies opportunities, adapts to different market conditions, and performs across historical data. From signal generation to portfolio construction and backtesting results, this episode offers a practical look at applying ML to trading with a focus on data, structure, and performance. Perfect for quant enthusiasts, algo traders, and anyone curious about systematic edge.

Find the full research paper here: https://community.quantopian.com/c/community-forums/long-short-mean-reversion-machine-learning

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.