“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 ...

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 ...

Bitcoin trades $31,700 below mathematical fair value. Historical 133-day half-life pattern suggests systematic correction within 9 months.

IJR could offer a compelling mean reversion trade, capitalizing on the unusually wide small-cap premium and valuation gap versus large caps. This is because IJR tracks the S&P SmallCap 600, which ...

Gold futures continue to trade within a defined VC PMI AI mean-reversion framework, reflecting a mature but still volatile ...

In summary, gold remains structurally bullish, but it is now trading in a statistically and geometrically elevated zone. Traders should prioritize risk management, scale profits, and respect VC PMI ...