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"Mean reversion is a mathematical concept sometimes used for stock investing, but it can be applied to other assets. In general terms, the essence of the concept is the assumption that both a stock's high and low prices are temporary and that a stock's price will tend to move to the average price over time."

From Wikipedia

Mean reversion effect is harder to find and trade, compared to momentum, but there is research that supports presence of mean reversion in many time series: stocks, stock indices, futures, bonds and ETFs.

Pages in category "Reversion"

The following 2 pages are in this category, out of 2 total.

Media in category "Reversion"

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