Mean Reversion Trading on the Naphtha Crack - new publication by Olivier Scaillet. In a new study, GFRI's Director Olivier Scaillet and his co-authors investigate the mean reversi ...

The iShares Core S&P Small-Cap could offer a compelling mean reversion trade, capitalizing on unusually wide small-cap ...

Apple is down 20%, but historical trends suggest a rebound. Apple’s history as a capable supply chain manager provides ...

Newton emphasizes the importance of continuing to “favor large-cap growth and trade momentum” rather than immediately shifting focus to mean reversion — our word of the day. Blikre ...

Diversified Alpha, launched in February 2016, uses a multi-strategy, non-trend systematic approach to trade liquid futures markets. It aims to deliver uncorrelated, absolute returns through all market ...

This mean reversion is healthy for two key reasons. First, valuations are becoming more closely aligned with fundamentals. Chinese equities, which were arguably under-owned before September ...

But “gravity” is just too widely understood to sound technocratic. So financial natives talk about “mean reversion” instead. The aim of this article is to unpack and test the thinking ...

A home reversion plan is a form of equity release that allows you to access some of the wealth you have tied up in your home, also known as house equity. You sell all or a part of your home (for ...