About: Mean reversion (finance)

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Tendency of a financial asset or other stochastic process to drift towards its long-term mean faster than mean regression predicts

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  • tendency of a financial asset or other stochastic process to drift towards its long-term mean faster than mean regression predicts (en)
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  • Mean reversion (finance) (en)
  • Mean-Reversion-Effekt (de)
  • 均值回歸 (zh)
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