In my first post on this topic I looked at whether intraday range could be used as an environment filter to help predict the favourability of Mean Reversion type strategies. Specifically I looked at ...
Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. Some say that the news of a bailout in Ireland and the better-than-expected Philly Fed report were the reasons ...
At the Strategic Investment Conference 2018, David Rosenberg of Gluskin Sheff warned investors of the coming mean reversion in the stock market, which can push down equity prices by 20% or more.
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 ...
Finding a truly exceptional asset manager is challenging, even for the most sophisticated investor. A clear and differentiated strategy, strong track record, history of great calls and willingness to ...
Gold futures are entering a critical inflection phase as price tests deeper VC PMI support levels following the recent corrective decline from the $5,000 psychological resistance zone. The current ...
At the Strategic Investment Conference 2018, David Rosenberg of Gluskin Sheff warned investors of the coming mean reversion in the stock market, which can push down equity prices by 20% or more.