What new tools and techniques might emerge for analyzing and trading mean reversion? How can you test the robustness of a mean reversion strategy across different periods and markets?

Oct 22, 2010 ... “Momentum” can exist, but the places where you'll see it is in races where current public opinion is out of step with best predictions. Oct 8, 2024 ... Mean reversion suggests that after an extreme price move, asset prices tend to return to normal or average levels. In other words, prices that ... When the current market price is above the average past price, the market price is expected to fall. In other words, deviations from the average price are ... Apr 27, 2020 ... We demonstrated that rebalancing a strategic asset allocation was inherently concave (ie mean reversionary) whereas trend-following and momentum was inherently ... Eligibility criteria for interventions can induce an Ashenfelter Dip, and subsequent mean-reversion results in improvement over time even absent the ... FUND OBJECTIVE. The fund is designed to closely track the returns of the Solactive Canadian Bank Mean Reversion Index TR, which applies a variable-weight, mean ... We find NAV spreads for companies trading at a high discount to mean revert fastest. Remarkably, we also provide evidence that online search attention impacts ... Jan 6, 2023 ... The existence of a stationary component in stock prices implies that stock returns should revert to their mean returns in the long run. In this ... Stock returns display significant negative serial correlation, in other words, prices are mean reverting. This column reviews some of this evidence. Aug 19, 2024 ... A long-awaited mean reversion seems likely, especially after the significant gains by the “Magnificent Seven” stocks over the course of the past 18 months.