short-term mean reversion ranking factors

[yuvaltaylor]

Yuval, the links you shared at the beginning of this thread no longer exist, but I suspect they were similar to this.
Basics of Statistical Mean Reversion Testing | QuantStart

Is this type of fomulation possible in P123?

Thanks
Tony

No, I’ve never read anything like that before, actually. Pretty interesting stuff, especially if you use Python (I don’t–I need to start). I have no memory of the Quantopian articles at those links I posted.