“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 Canadian banking sphere has been in a perpetual stalemate of market share for decades. Stability stems from bank interdependence and government regulations protecting the industry. A mean ...

This video is the third of four with GMO’s Jeremy Grantham. You can watch one, two, and four here. Jeff Ptak: I know that you routinely introspect in the commentaries that you publish. I wondered if ...

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 ...

NEW YORK--(BUSINESS WIRE)--Simplify Asset Management (“Simplify”), a leading provider of Exchange Traded Funds (“ETFs”), today introduced the Simplify Currency Strategy ETF (FOXY), an actively managed ...

So if you want to call it what it is, it’s a reversion to the mean strategy, where basically we look for situations where conditions get extended either way overbought or way oversold, and I simply ...

FOXY Is designed to provide returns independent of movements in stocks and bonds, applies a “carry” strategy to Emerging Market currencies and a mean reversion strategy to G10 currencies FOXY’s ...