“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 ...

Shorting a proxy of the VIX Index using SVXY can yield over 20% annualized returns since 2019 by utilizing mean reversion. Strategy 1 involves incremental capital allocation at VIX levels of 20, 30, ...

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 ...

Forbes contributors publish independent expert analyses and insights. I write about incisive investing advice. Financial planning is all about managing risk, and using mean reversion is a brilliant ...