“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 ...

Investors are extremely bullish on stocks, particularly in the tech sector, with allocations in this space reaching the highest level since August 2020. Valuations in the Magnificent 7 and QQQ stocks ...