“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 ...

Market environments can be divided into two types: Hedge-Advantaged Markets and Potential-Pivot Markets. Today we're in the latter type. When VIX and S&P IVs exceed 20%, markets are typically down, ...

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 ...