Discover the concept of mean reversion, a financial theory that states asset prices tend to revert to their long-term average ...
In my first post on this topic I looked at whether intraday range could be used as an environment filter to help predict the favourability of Mean Reversion type strategies. Specifically I looked at ...
To increase portfolio diversification, in this article, we will evaluate using another very well-known indicator in the trading landscape: Bollinger bands. This indicator is named after its inventor, ...
The stock market opened the day lower and toiled around negative territory in the early part of the trading session, but bounced hard during mid-day to finish in positive territory. Natural Gas is the ...
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 QQQQ trade in the High-Probability, Mean-Reversion strategy continues to look good. The Q’s finished the day slightly lower which could be a telling sign over the short-term. With SPY and DIA in a ...
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 ...