Alphablock

Tag: Mean Reversion

  • Jack, Your Revolution is Over.

    Jack, Your Revolution is Over.

    Standing against the establishment, having a voice and speaking up needs courage. This is what you did. You spoke up against the industry which started the first Mutual Fund in 1775. Bloomberg calls it a revolution, you call it a revolution, Wall Street Journal is calling it differently, but that does not matter. Mutual Funds…

  • Is Reversion Statistical?

    Is Reversion Statistical?

    There is no disagreement regarding the statistics of mean reversion. What goes up comes down and vice versa. Campbell and Shiller (1988) said that the simple theory of mean reversion was basically right.