Mean Reversion Strategy in Julia

Hello all!

I love Julia, I’ve been using it off-and-on for many years. I’m doing a challenge where I ship 12 projects this year, and this month’s project was to dive into Quant. I’m extremely interested in the world of quant development, I love the math that’s involved and the problem solving.

Trading algorithmically always seemed to be out of my grasp, but this project showed me otherwise. The code isn’t the best, and neither is the writing, but I’m happy with it :slight_smile:

If you all have any feedback, would love to hear it! I’m going to publish the code later today