“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 ...

Futures Trading Algorithms involve using automated computer programs to conduct trades in the futures markets. These algorithms evaluate market data and autonomously make trading decisions, aiming to ...

Most of us would love to have the ability to spot bubbles and arrange our portfolios to minimize potential losses. But what if the bubble did not burst, or had not yet burst, years after you protected ...

While factor-based investing has long been a hallmark of the active management framework, the proliferation of factor-based ETFs in recent years has elicited a flurry of opinion and research from ...

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 ...

From the carry candidates, the diminished safe havens, and the new negative balance-of-payments club, FX trading strategies are navigating a differentiated and complex global landscape. For at least ...