“A simple mean reversion model can provide effective signals for option strategies even when trading costs are included,” she says. In a study released on Monday, Commerzbank shows that prior to the ...

Investors are extremely bullish on stocks, particularly in the tech sector, with allocations in this space reaching the highest level since August 2020. Valuations in the Magnificent 7 and QQQ stocks ...

I’m glad you mentioned mean reversion. I’m known for saying that there’s four months of efficient markets, earnings are coming out and then eight months of mean reversion, and now that earnings season ...

Slippage and emotional fatigue destroy more retail accounts than market direction. Automating pivot-based execution removes ...

One adjective that comes to mind describing the U.S. market is resilient. Another good word to capture the investment ...

Markets are packed with knee-jerk reactions, and the entire idea behind mean reversion is to spot these overreactions and take a contrarian stance — stepping in with a trade in the opposite direction.

Bernstein analysts have labeled the recent crypto rally as a “mean reversion” to the sector's decisive lows in 2022. What Happened: According to Bernstein, crypto was the most divisive asset class of ...

Mean reversion? What was in last year is out this year and what was out, is in. Thanks in part to the Federal Reserve, many market participants expect stocks in 2022 to exhibit a long-awaited mean ...