This video is the third of four with GMO’s Jeremy Grantham. You can watch one, two, and four here. Jeff Ptak: I know that you routinely introspect in the commentaries that you publish. I wondered if ...

“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 ...

Bitcoin trades $31,700 below mathematical fair value. Historical 133-day half-life pattern suggests systematic correction within 9 months.

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 ...

My December 2019 article, “Mean Reversion + Valuation = Opportunity,” cited cheap, out of favor assets including U.S. value and small caps, international, emerging markets, natural resources, MLPs and ...

Bernstein analysts have labeled the recent crypto rally as a “mean reversion” to the sector's decisive lows in 2022. What Happened: According to Bernstein, crypto was the most divisive asset class of ...