“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 ...

As Singaporean investors increasingly turn to the Forex market for financial opportunities, leveraging the right trading strategies and platforms is crucial. Octa, a globally recognized and trusted ...

McGetrick’s appointment is likely to reinvigorate GMO’s investment professionals and refocus the firm on statistical mean reversion. Although value investing remains challenged in the U.S., GMO’s ...

Super Micro Computer, Inc. experienced extreme volatility in 2024, with a dramatic 66.03% decline followed by a further 45.63% drop, defying mean reversion strategies. Despite recent declines, SMCI's ...