“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 ...

McGetrick’s appointment is likely to reinvigorate GMO’s investment professionals and refocus the firm on statistical mean reversion. Although value investing remains challenged in the U.S., GMO’s ...

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 ...

Two familiar ideas are shaping markets yet again: mean reversion and momentum. Investors across equities, bonds, and commodities are weighing which force will dominate next and for how long. The ...

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 ...

Tumultuous markets driven on investor fears and uncertainty persist mid-year as the potential for more Fed rate hikes looms and inflation remains elevated. In spite of continuously changing market ...

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 ...