Forex Maths & Physics

Mean Reversion — The Elastic Band of the Markets

If the random walk is a drunk wandering aimlessly, mean reversion is a drunk on a leash. Stretch too far from the post and something pulls you back. Many spreads, rate differentials and relative-value pairs behave this way — and the maths is surprisingly clean.

The model: Ornstein–Uhlenbeck

The standard description is the Ornstein–Uhlenbeck process:

\[dX_t = \theta\,(\mu - X_t)\,dt + \sigma\,dW_t\]

Read it in plain English: the change in X has two parts. The first, θ(μ − X), is the pull back toward the long-run mean μ — the further you are, the harder the tug, scaled by the speed θ. The second, σ dW, is the usual random noise trying to push you away.

The half-life — the number that matters

The single most useful quantity is the half-life: how long it takes, on average, for a deviation to shrink by half.

\[t_{1/2} = \frac{\ln 2}{\theta}\]

The trap: when the band snaps

Mean reversion is seductive because it feels like buying low and selling high. The danger is regime change. The "fair value" μ is not fixed by nature — it can shift when a central bank changes policy or a structural break occurs. A pair that reverted reliably for years can suddenly trend away and never come back. That is the elastic band snapping rather than pulling.

How to use it sensibly

Mean reversion is real, common, and profitable — right up until the leash breaks. The maths tells you how hard the pull is; your risk management decides whether you survive the day it stops pulling.

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