fx_mean_reversion_ppp
戦略カテゴリ · fx_macro
Academic foundation
Rogoff (1996) JEL / Cassel (1918) — PPP-based long-run mean reversion, half-life 3-5 years
Supported markets
fx
戦略カテゴリ · fx_macro
Rogoff (1996) JEL / Cassel (1918) — PPP-based long-run mean reversion, half-life 3-5 years