Mean reversion posits that asset prices and market returns eventually gravitate toward their historical averages. This theory, applicable across diverse financial instruments, offers traders insights ...

In my first post on this topic I looked at whether intraday range could be used as an environment filter to help predict the favourability of Mean Reversion type strategies. Specifically I looked at ...

Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. Some say that the news of a bailout in Ireland and the better-than-expected Philly Fed report were the reasons ...

The seasonal bullishness that occurs the day before Thanksgiving held true again this year as the S&P advanced 1.5% on low volume. The day after Thanksgiving also is bullish, but as I mentioned in ...