“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 ...

The Canadian banking sphere has been in a perpetual stalemate of market share for decades. Stability stems from bank interdependence and government regulations protecting the industry. A mean ...

Seth Golden shares the options trends he predicts through the end of 2022 Schaeffer’s Investment Research is thrilled to bring you the Schaeffer’s Market Mashup! Hosted by managing editor Patrick ...

NEW YORK--(BUSINESS WIRE)--Simplify Asset Management (“Simplify”), a leading provider of Exchange Traded Funds (“ETFs”), today introduced the Simplify Currency Strategy ETF (FOXY), an actively managed ...

So if you want to call it what it is, it’s a reversion to the mean strategy, where basically we look for situations where conditions get extended either way overbought or way oversold, and I simply ...

FOXY Is designed to provide returns independent of movements in stocks and bonds, applies a “carry” strategy to Emerging Market currencies and a mean reversion strategy to G10 currencies FOXY’s ...

Friend of the pod Seth Golden, Chief Market Strategist at Finom Group Seth joined the Market Mashup podcast to talk the impact of yield curve inversions (5:45), the volatility regime we're in now ...