“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 ...

Benchmark on Friday upgraded Trade Desk (NASDAQ:TTD) to "hold" from a previous investment rating of "sell." The research firm said TTD’s share price in the next twelve months would be dictated by the ...

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

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 ...

Statistical Arbitrage opportunity identified between Canaan Inc. and CPI Card Group Inc. due to significant spread deviation from historical mean. Trade involves buying CAN and shorting PMTS, with a ...

Short-term cycles favor rotational trade behavior—buying weakness near VC PMI support and selling strength into Sell 1/Sell 2—until a decisive cycle break occurs. Weekly cycles remain constructive as ...

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 ...

Pairs trading and statistical arbitrage strategies represent a sophisticated suite of quantitative techniques designed to capitalise on pricing inefficiencies in financial markets. At their core, ...