Mean Reversion Trading Systems — Programs

This page contains a link to the code for the listings in the book.
All the files are plain-text files. They can all be opened with any text editor.

A single zip file contains all programs for this book.  Because some computer systems worry about files with strange file extensions, each file has been renamed from “filename.afl” to “filename.txt” before zipping together. 

All programs have been tested. They compile without error and produce the results shown in the book for the date ranges tested (or are at least reasonably close).

There may be errors. When errors are reported, corrections will be made and revised listing posted in place of the erroneous ones.  Please read the Errata file before reporting errors. 

Beyond correcting errors in the code, there is no support for these programs. 

Please read and understand the disclaimer.
These programs are intended to be educational.
This is definitely Not investment advice.

Click the link below to download all the programs in a single zip file.

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