Mean reversion posits that asset prices and market returns eventually gravitate toward their historical averages. This theory, applicable across diverse financial instruments, offers traders insights ...
James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...
“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 ...