• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Are there any studies on finding assets that are more likely mean revert?

jahaanrawat

Advanced C++ Certificate C++ Certificate
Joined
10/27/22
Messages
93
Points
128
I believe a lot technical indicators give insight on this, but can one tie in fundamental analysis, even macroeconomic factors, or even events for a better selection of such assets?
Essentially I am trying to find stocks that are more suitable to be modelled by the Ornstein-Uhlenbeck process.

Also do note that my knowledge is quite limited so please correct me if I am wrong (undergraduate level).
 
Last edited:
Back
Top