Mean-reversion with beta adjustment

[Bender Rodriguez]

As a newbie algo trader, I would have thought it common to beta-adjust price histories to an index when doing mean-reversion, to eliminate the rising market effect. But searching turns up basically nothing on that. Am I all wet?

 

[Bender Rodriguez]

Is my question stupid? Honestly, I'm not sure - but I don't think so.

 

[weab]

you should go ask reddit r/quant or r/algotrading

 

[Bender Rodriguez]

Because the question is dumb or too basic for here?

 

[weab]

Because the question is dumb or too basic for here?

because this website is more focused on education and ms programs. they have more practitioners on reddit so you are more likely to get a response.

 

[Bender Rodriguez]

Thank you, and duly noted!

 

[weab]

Thank you, and duly noted!

no problem, good luck my friend