Mean Reversion Tendency Post-Expiration
By
Rennie on Friday, June 17th, 2011 at 12:29 pm
Jeff Pietsch from ETF Prophet turned me on to the concept of a mean reversion bias on the Monday post-options expiration. In recent years, this bias has proven to be especially reliable when…
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Mean Reversion Tendency Post-Expiration
By Rennie on Friday, June 17th, 2011 at 12:29 pmJeff Pietsch from ETF Prophet turned me on to the concept of a mean reversion bias on the Monday post-options expiration. In recent years, this bias has proven to be especially reliable when…
Login | Subscribe