“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 ...
Slippage and emotional fatigue destroy more retail accounts than market direction. Automating pivot-based execution removes ...
Futures Trading Algorithms involve using automated computer programs to conduct trades in the futures markets. These algorithms evaluate market data and autonomously make trading decisions, aiming to ...
Markets are packed with knee-jerk reactions, and the entire idea behind mean reversion is to spot these overreactions and take a contrarian stance — stepping in with a trade in the opposite direction.
Investors are extremely bullish on stocks, particularly in the tech sector, with allocations in this space reaching the highest level since August 2020. Valuations in the Magnificent 7 and QQQ stocks ...