Author: Larry Connors

Larry Connors is one of the most respected figures in quantitative trading, with over four decades of experience developing systematic, institutional-grade trading strategies. His research has been at the forefront of mean reversion, volatility-based trading, and quantitative market analysis, shaping the methodologies used by professional traders, hedge funds, and institutional investors worldwide. Connors’ work is distinguished by its data-driven rigor. While many trading methodologies rely on subjective interpretation, Connors has built a career on statistically validated, rules-based strategies that have stood the test of time. His groundbreaking research on short-term mean reversion, including the widely used 2-period RSI model, has redefined short-term trading across equities, ETFs, and options. Today, Connors is leading the next evolution in trading intelligence with ConnorsGPT—the first AI-driven trading platform designed to bring institutional-quality market research, strategy optimization, and risk assessment to professional traders in real time.