“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 ...

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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 ...

Two familiar ideas are shaping markets yet again: mean reversion and momentum. Investors across ...

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