Coding a Conceptual Mean Reversion Strategy in C++ at 18

A deep dive into how I built a rolling statistics backtester at 18 using signal logic and z-scores.

I coded a conceptual mean reversion strategy in C++ at 18. Mean reversion is a basic idea in quantitative finance: prices move around an average, and deviations create opportunities.

The program uses a rolling window of recent prices to compute: Mean & Standard Deviation Z-score (measuring deviation distance)

Z-score above threshold → Short Z-score below threshold → Long Z-score close to zero → Exit

Building this helped me connect rolling statistics, signal logic, and backtesting performance measurement. Conceptual projects like this provide a foundation for pairs trading and automated execution.