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A comment on Once-In-a-3B-year Statistical Move – Jamie Dimon on the US Bond Market. Parent comment

Re:Once-In-a-3B-year Statistical Move – Jamie Dimon on the U... by nashequilibrium on Thursday April 09, 2015 @02:15AM (#9346010)
Bottom line, mean reversion strategies will bite you in the ass at some point.
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Re:Once-In-a-3B-year Statistical Move – Jamie Dimon on the U... by encoderer on Thursday April 09, 2015 @12:09PM (#9348570)
I think it's clear that price isn't mean reverting. Vol, on the other hand, I think is.
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