Forbes contributors publish independent expert analyses and insights. I write about incisive investing advice. Financial planning is all about managing risk, and using mean reversion is a brilliant ...

“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 ...

The UltraPro Short QQQ ETF has a poor track record of losses, but can be used strategically by long-term investors. SQQQ is a leveraged bet against the Nasdaq 100, providing three times the inverse ...

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 Hull-White model is a key tool in pricing interest rate derivatives. It assumes normally distributed short rates with ...

Energy Select Sector SPDR® Fund ETF has more momentum compared to its peers, thanks to a 3.28% dividend yield, but it holds fewer stocks in its portfolio. The market is experiencing a cyclical ...

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 ...

The idea that stock prices revert to a long term level. Hence, if there is a shock in prices (unexpected jump, either up or down), prices will return or revert eventually to the level before the shock ...

After a sharp selloff in early February, stocks have steadied, and short-term traders are eyeing a rebound. The shift has opened a window for strategies that look for prices to snap back from extremes ...

Milwaukee-based Significance Capital Management LLC has launched as a registered investment adviser, introducing an investment approach built around identifying market turning points through a ...