Apa itu Mean Reversion?
Mean Reversion A statistical theory stating that asset prices and historical returns eventually move back toward the mean or average level. Widely used in quantitative investment and risk models.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Mean Reversion” Used in Practice?
Strategi kuantitatif sering memanfaatkan mean reversion untuk menghasilkan alpha dengan memperdagangkan deviasi harga.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Apa itu Mean Reversion?
A statistical theory stating that asset prices and historical returns eventually move back toward the mean or average level. Widely used in quantitative investment and risk models.
Where can I learn this term for free?
Termify is a 100% free professional English app that teaches Mean Reversion and 4,071+ other industry terms with native pronunciation, IPA transcriptions and career quizzes. Available on iOS in 23 languages. No subscription, no credit card required.
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