“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 ...
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 ...
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Mean reversion and momentum clash again
Two familiar ideas are shaping markets yet again: mean reversion and momentum. Investors across ...
Volatility is a statistical measure of the degree of variation in the price of a financial instrument over time. While volatility of a financial instrument is often seen as a risk, it can also present ...
On a monthly basis, silver futures remain firmly embedded in a primary bullish cycle, despite the recent retracement from the 82.67 high. That high now stands as a monthly cycle crest, not a terminal ...
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 ...
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