Two familiar ideas are shaping markets yet again: mean reversion and momentum. Investors across ...

“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 ...

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 ...

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 ...

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 ...

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 ...

The Vanguard Real Estate ETF has struggled in recent years, but its average annual return over the past decade is 7.98%. Timing is crucial for VNQ investments, with a clear relationship between 1-year ...

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 ...