Will globalization and interconnected markets strengthen or weaken mean reversion? How can you use options strategies to profit from mean reversion?

Factor models, mean-reversion time, and statistical arbitrage ... Show Content · Show Content ... Abstract/Contents ... Description ... Creators/Contributors ... Subjects ... Conversely, predictability of returns based on lagged prices need not imply mean reversion. For example, predictable explosive processes are not mean reverting. In this short research, we examine how Bitcoin's price is affected by its maximal or minimal price over the previous 10 to 50 days. 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 ... Jan 27, 2023 ... We examine an array of short-term mean-reversion indicators for global equities. The indicators encompass the most widely known price ... 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. Mar 20, 2025 ... Should You Bet on Mean Reversion in Fixed Income Premiums? · Betting on mean reversion in the term and credit premiums is unlikely to benefit ... Feb 21, 2012 ... The underlying motivation is to bet on the consistency of positive lagged cross-correlation and negative autocorrelation. It exploits the ... It's a mental model from the field of statistics. Reversion to the mean says that an event that is not average will be followed by an event that is closer to ... 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 ...