“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 ...

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 ...

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 ...

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 ...