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Signal Architecture
Algorithmic Trading · Systematic Strategy DesignDonchian/ATR trend-following engines vs Bollinger/Z-score mean-reversion engines.
Topics in this Sub-Topic
Explore each dedicated topic below inside the 3-level Trade School hierarchy (Algorithmic Trading / Systematic Strategy Design / Signal Architecture).
Trend-Following Architecture: Donchian Channels, ATR Stops & Fat Tails
Building positive-skew trend systems that win 38% of the time with a 3.2:1 payoff ratio.
Mean-Reversion & Z-Score Stat-Arb: Ornstein-Uhlenbeck & Time Stops
Capturing short-horizon snapbacks with Z-Score extremes, RSI(2), and mandatory N-bar time stops.
Lessons
- Trend-Following Architecture: Donchian Channels, ATR Stops & Fat Tails
Building positive-skew trend systems that win 38% of the time with a 3.2:1 payoff ratio.
- Mean-Reversion & Z-Score Stat-Arb: Ornstein-Uhlenbeck & Time Stops
Capturing short-horizon snapbacks with Z-Score extremes, RSI(2), and mandatory N-bar time stops.