“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 ...

This video is the third of four with GMO’s Jeremy Grantham. You can watch one, two, and four here. Jeff Ptak: I know that you routinely introspect in the commentaries that you publish. I wondered if ...

Following a sharp 36% drop in less than three months, Abercrombie & Fitch (ANF) is forming what I consider a high-probability mean-reversion setup. Usually, I'm satisfied when one or two indicators ...

An old Wall Street saying warns investors not to “Catch a falling knife.” The saying has merit in that often, the most straightforward trade an investor can make is to latch onto an already existing ...

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 ...

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 ...

After a sharp selloff in early February, stocks have steadied, and short-term traders are eyeing a rebound. The shift has opened a window for strategies that look for prices to snap back from extremes ...