“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 ...

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I’m glad you mentioned mean reversion. I’m known for saying that there’s four months of efficient markets, earnings are coming out and then eight months of mean reversion, and now that earnings season ...

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 ...

In the study “Human-AI Synergy in Statistical Arbitrage: Enhancing Robustness Across Volatile Financial Markets,” published in the journal Risks, the researcher investigates how combining AI with ...

My name is Henrique M. Simões. I am a systematic trader and the author of book Trading Course: How to Become a Consistently Winning Trader. Last Monday, the NASDAQ Composite broke a 7 day winning ...