Sentences with phrase «reversion to the mean says»

Reversion to the mean says that an event that is not average will be followed by an event that is closer to the average.

Not exact matches

There is going to be a reversion of the mean,» Orlando said.

«People in this business always want to be in the top decile, and that's a laudable goal, but mean reversion says that if you're in the top decile, you're likely going to be in the bottom decile,» O'Neill said.

From a «consensual positioning» perspective which touches on this current «mean - reversion dynamic in the marketplace: say this big bond rally were to gather steam into a much more punishing squeeze of the «all - time» UST short base (largely due to the previously mentioned lack of «tolerance» for beginning of year performance pain).

With value investing and mean reversion, you have to be careful with saying this time is never different.

Because of a rougher - looking schedule than in years (I mean, who really knows until halfway through the season — it was a big surprise to most that the AFCW wasn't tougher in 2017 for instance, or that the NYG would suck so epically), and no Shazier, and general reversion to the mean, and no particular reason to think Ben will be available for every game... I'll say 10 -5-1 with losses @ Tampa, @ Cin, Carolina, @ Denver, LAC.

I want to be clear that I am not saying one should trade mean reversion without stops.

That said, the risk premium factor shows that the largest gains tend to come in the southwest quadrant: low equity valuations and high Baa bond yields, which is a perfect set - up for mean reversion.

I know it might be mean reversion or a supply / demand phenomenon but do not feel qualified to say and would enjoy reading your perspective.

It doesn't therefore seem valid to say that the superior returns to value are due to mean reversion when they haven't tested for value.

Central tendency, or reversion (regression) to the mean, says exactly you can subtract problems by adding them together and averaging them away, if you do it competently.

«For those reasons, we see a mean reversion play out over the coming months as players look to cash in and late - coming bulls are flushed, with support in the $ 400s, at which point a pump and dump cycle may start once again,» he said.