“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 ...
Silver price continued its strong surge this week and is now hovering at its highest point in decades. What next for the ...
Speaking to the Investing News Network, David Erfle, editor and founder of Junior Miner Junky, explained why he believes a gold stock mean reversion is about to happen and what he's done to get ...
While mean-reversion is a well-established concept, blindly relying on historical averages can cause investors to remain ...
Opinion

Lurking mean reversion

We normally live in a world of mean reversion and while winning streaks can be fun, they often are followed by a rough patch. That has to be what many investors are feeling these days. Since the ...
DENVER (MarketWatch) -- The stock market has dropped. Corporate profits have collapsed. And profit margins have reverted toward the mean. What is next? Before I dive into the discussion, let me ...
At the Strategic Investment Conference 2018, David Rosenberg of Gluskin Sheff warned investors of the coming mean reversion in the stock market, which can push down equity prices by 20% or more.
The downdraft to date is Apple -15%, Microsoft -19%, Nvidia -27%, Amazon -20%, Meta -19.6%, and Alphabet -20%. So far, the group still accounts for an oversized 28.9% of the S&P 500’s market ...