Hi Kvak, how are you? Here I am studying in the early hours of the morning.
I remembered the Kalman Filter which is an average option for mean reversion.
with that, I combined the same with Nadaraya (I know he repaints) and Sve Bollinger in an attempt to gain insights on counter trend
Could you update the averages and include the Reg MAs + Lambda please?
thank you very much!!
