“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 ...

After a sharp selloff in early February, stocks have steadied, and short-term traders are ...

Today's idea starts with the simplest entry criterion in the book: support and resistance. From there, I layer on a couple of my go-to indicators to confirm the signal before pulling the trigger. I'm ...

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 ...

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, ...

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 ...

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 ...