Sentences with phrase «play for the mean reversion»

Not exact matches

I give Grantham credit for coming to this realization (something he has done before) but I wonder how his investors feel about it after years of playing the mean reversion waiting game.

My approach was to play for the weaker mean - reversion effect, and have a lower turnover rate than would be needed in a value plus momentum strategy.

Trading infrequently, play in the green zone — don't look for momentum, look for mean reversion.

«For those reasons, we see a mean reversion play out over the coming months as players look to cash in and late - coming bulls are flushed, with support in the $ 400s, at which point a pump and dump cycle may start once again,» he said.