Sentence examples for mean reversion force from inspiring English sources

LIZ ANN SONDERS: Well, you've got the mean reversion force, too.

Figure 2 presents the four cases of mean reversion down and up, momentum down and up, mean reversion down with momentum up, and momentum down with mean reversion up.

Šaltytė-Benth et al. [7] propose a stochastic model, which includes trend, seasonality, and mean reversion.

We observe the presence of leverage, mean reversion on the down side, and momentum upwards.

"Mean reversion and momentum in the process" section reports on the structure of momentum and mean reversion for the process in aggregate, combining the drift and the martingale components.

Researchers in foreign exchange markets find that foreign exchange rates also display behaviors akin to momentum and mean reversion.

But there will always be people who feel that 1) they are bigger than the market, and 2) mean reversion will take hold eventually.

Consequently, exploiting the mean-reversion effect of sentiment is essentially a matter of market timing.

In an interview, Professor Stambaugh said that while Professor Siegel's research shows that mean reversion is powerful, it is hardly the only force affecting the stock market's long-term returns.

Remember, high-probability mean reversion trading strategies involve buying weakness and selling strength.

Because estimates of those other forces are imprecise, Professor Stambaugh said, uncertainty about market fluctuations increases with the holding period — the opposite of what happens because of mean reversion.