To increase portfolio diversification, in this article, we will evaluate using another very well-known indicator in the trading landscape: Bollinger bands. This indicator is named after its inventor, ...

Lifetime loan forecasting has become essential to lender risk management and profitability. Loan-pricing models require forecasts over the life of the loan. Current expected credit loss (CECL) ...

The spread between two related energy prices is a very important quantity throughout energy finance. Of particular interest are spreads between different energy types, different delivery points ...

Traders typically create mean-reverting systems to capture gains in anticipation of prices moving from their current levels to their long-run average levels. This week, we discuss whether to choose ...

If you are into mean reverting trades like I’am TLT might provide an opportunity. The TLT has gapped down to its 200 day moving average where it can possible bounce, and if the SPY retraces the TLT ...