One adjective that comes to mind describing the U.S. market is resilient. Another good word to capture the investment ...
Two familiar ideas are shaping markets yet again: mean reversion and momentum. Investors across ...
“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 ...
Forbes contributors publish independent expert analyses and insights. I write about incisive investing advice. Financial planning is all about managing risk, and using mean reversion is a brilliant ...
My December 2019 article, “Mean Reversion + Valuation = Opportunity,” cited cheap, out of favor assets including U.S. value and small caps, international, emerging markets, natural resources, MLPs and ...
The idea that stock prices revert to a long term level. Hence, if there is a shock in prices (unexpected jump, either up or down), prices will return or revert eventually to the level before the shock ...
The big thinkers at Aperture explore the concept of reversion to the mean in statistics and life.