“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 ...
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 ...
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 ...
Gains in the crypto market have probably been driven by a reversion to the mean, Bernstein said in a research report Monday, noting that bitcoin (BTC), the largest cryptocurrency by market ...
BTC’s rejection near $93,000 triggered a mean-reversion drop amid thin liquidity and weak spot demand. Are new price lows ...
Shares of large-cap technology stocks have seen some retracement over the past few trading days. While I don't see this to be a reason for major caution, in the near-term, big names such as Apple ...
Shares Silver Trust is at risk of mean reversion after a parabolic rally fueled by fleeting factors like London tightness and ...
CEO of Paul M. Wendee & Associates, LLC; Publisher of the Intrinsic Value Wealth Report Newsletter; Founder of the Value Driver Institute. In my opinion, reversion to the mean is one of the most ...