“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 ...

But the cycle of mean reversion isn't a guarantee. Here's what it takes for stocks to continue outperforming or reverse the ...

Market environments can be divided into two types: Hedge-Advantaged Markets and Potential-Pivot Markets. Today we're in the latter type. When VIX and S&P IVs exceed 20%, markets are typically down, ...

Energy Select Sector SPDR® Fund ETF has more momentum compared to its peers, thanks to a 3.28% dividend yield, but it holds fewer stocks in its portfolio. The market is experiencing a cyclical ...

How did commodities perform compared to major asset classes in 2025? Based on Bloomberg Commodity Index (BCOM) data, this look-back highlights volatility spikes, tariff impacts, metal market ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...