Discover the concept of mean reversion, a financial theory that states asset prices tend to revert to their long-term average ...

“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 ...

My December 2019 article, “Mean Reversion + Valuation = Opportunity,” cited cheap, out of favor assets including U.S. value and small caps, international, emerging markets, natural resources, MLPs and ...

Although the future is uncertain, investors can use strategies and tools to predict market trends. Analyzing historical data, economic indicators, and using technologies like artificial intelligence ...

My contrarian, conservative all-weather portfolio is up 23% YTD, an uncharacteristically robust performance given its low risk profile. Mean reversion has accelerated this year for precious metals, ...