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 ...

The market moved lower Friday and as a result most of the ETFs that I follow in the High-Probability, Mean-Reversion strategy have moved into a neutral state. As reported by Jason Goepfert over at ...

As I stated last week, the day after Thanksgiving is historically bearish. Well, for most of the day the historical tendency held true, but as the day progressed the bulls slowly chipped away at the ...

“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 ...

Jefferies maintains the view that copper is trading at an extreme discount when priced in gold, making the probability of a ...