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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).
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).