Mean Reversion Speed Calculator

Mean Reversion Speed Calculator

Enter Your Data (comma separated): 1.2, 0.8, 1.1, 0.9, 1.0, 0.95, 1.05, 0.98, 1.02, 0.99

Calculation Results

Mean Reversion Speed (θ):

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Long-Term Mean (μ):

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How to Use This Calculator

1. Enter your time series data in the text box (comma separated numbers)
2. Click "Calculate Mean Reversion Speed"
3. View your results:
   • θ (theta): Measures how quickly values return to the mean (0 = no reversion, 1 = immediate)
   • μ (mu): The long-term average your data reverts to

Tip: For best results, use at least 10-15 data points showing clear mean-reverting behavior.