“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 ...
Investors are extremely bullish on stocks, particularly in the tech sector, with allocations in this space reaching the highest level since August 2020. Valuations in the Magnificent 7 and QQQ stocks ...
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 ...
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