Mean Reverting Quantities

  • Thread starter Thread starter sak
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sak

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8/16/09
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Hi,

As far as I can think, only volatility is an exchange traded asset which is mean reverting as well.

Are there any other?

Thanks
 
I think forex and bond are also mean reverting as well. Even though I feel like mean reverting often refer to the spread between two or many correlated (co-integrated) assets
 
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