It's
about correlations in asset prices.
Not exact matches
Nike CFO Andy Campion gave some extra clarity
about future orders on the company's conference call, saying there had been less
correlation between orders and revenue than
in the past, and thus Nike would change how it would report those figures
in future quarters (likely to de-emphasize Wall Street's attention to those numbers).
The «Fast Money Halftime Report» traders discuss what they're watching
in tech following a note from Goldman Sachs
about a sell - off
in tech stocks
in correlation with Facebook.
A historical
correlation between the ISM manufacturing employment index and the BLS employment report for manufacturing, suggests that private sector BLS manufacturing payroll increased
about 3,000
in April.
A historical
correlation between the ISM non-manufacturing employment index and the BLS employment report for non-manufacturing, suggests that private sector BLS non-manufacturing payroll jobs increased
about 170,000
in April.
This
correlation is particularly strong beginning
in about 1997.
As we've noted previously, MarketCap / GVA has a
correlation of
about 92 % with actual subsequent 10 - year S&P 500 total returns, even
in recent market cycles.
In the 1990s, when investors were more worried
about inflation and the potential for an aggressive Bank of Canada (BoC), the
correlation between stocks and bonds tended to be positive.
While there is a strong
correlation between growth
in gross domestic investment and growth
in real GDP, the slope of that relationship is only
about 0.2, meaning that even if the growth rate of real gross domestic investment was driven from the recent growth trend of zero all the way back to the previous post-war growth rate of 3.5 %, the overall impact on real GDP growth would only be
about 0.7 % annually, placing the level of U.S. real GDP
about 2.8 % higher 4 years from today than it would otherwise be.
In their May 2012 paper entitled «Adaptive Asset Allocation: A Primer», Adam Butler, Michael Philbrick and Rodrigo Gordillo backtest a progression of strategies culminating in an Adaptive Asset Allocation (AAA) strategy that incorporates return predictability from relative momentum (last 120 trading days, about six months), volatility predictability from recent volatility (last 60 trading days) and pairwise correlation predictability from recent correlations (last 250 trading days
In their May 2012 paper entitled «Adaptive Asset Allocation: A Primer», Adam Butler, Michael Philbrick and Rodrigo Gordillo backtest a progression of strategies culminating
in an Adaptive Asset Allocation (AAA) strategy that incorporates return predictability from relative momentum (last 120 trading days, about six months), volatility predictability from recent volatility (last 60 trading days) and pairwise correlation predictability from recent correlations (last 250 trading days
in an Adaptive Asset Allocation (AAA) strategy that incorporates return predictability from relative momentum (last 120 trading days,
about six months), volatility predictability from recent volatility (last 60 trading days) and pairwise
correlation predictability from recent
correlations (last 250 trading days).
By now you'll no doubt see the obvious
correlations between them all as well, and the really interesting thing
about it all is that
in each and every one of them, both the ones I have reported on here as well as others we are yet to review, the lessons we take from them are not to be found
in academic institutions.
It represents a decline
in correlations at each of the three key «levels» that we care
about — cross-asset, crossmarket and intra-market.
In particular, the organization raised concerns about leveraged trading of cryptocurrencies, though it acknowledged that the low correlation between cryptocurrencies and other assets «suggests that the risk of spillovers from idiosyncratic price moves in crypto assets to the wider market may be limited at this point.&raqu
In particular, the organization raised concerns
about leveraged trading of cryptocurrencies, though it acknowledged that the low
correlation between cryptocurrencies and other assets «suggests that the risk of spillovers from idiosyncratic price moves
in crypto assets to the wider market may be limited at this point.&raqu
in crypto assets to the wider market may be limited at this point.»
Stretched valuations, high levels of uncertainty
about the macroeconomic backdrop and tight
correlations would seem to warrant a closer look at assets that can help offer true diversification benefits and downside protection
in the event of another synchronized decline across a whole spectrum of riskier assets.
Even before the current uncertainty
about future tax policy
in the U.S., few investors recognize the direct
correlation between their Tax Form 1099 and their after - tax investment portfolio return.
In other words, it's not as simple as merely a one - for - one
correlation, of black - and white theological statements made smugly
about «who God is» and what He is like.
If we have no direct extrabiblical confirmation of Abraham and Jacob, we find, nevertheless, a remarkable
correlation between what is reflected
in the stories
about their backgrounds and what we learn of life
in the ancient Near East
in the first half of the second millennium B.C.
Given my skepticism, perhaps natural
in a Quaker,
about correlations between quantities and vitalities, I am unlikely to do that.
However, if one directly asks
about belief
in a deity (variable GOD) rather than spirituality, the objective
correlation is opposite — and larger
in magnitude.
While there is, as one might expect, a
correlation between right - to - die attitudes and abortion attitudes, there has been no statistically significant change
in responses to NORC's battery of questions
about the legality of abortion.
But I'm pretty sure that preserving the sacredness of sexuality means speaking
about it with reverence, respect, and truth (and with some humor now and then too, as I'm convinced that our ability to laugh at ourselves has a direct
correlation to our ability to spot the idols
in our lives).
It can merely provide mathematical certainty
about the properties of
correlations used
in these laws of nature.
The simplification of kinds of harmony into a simple
correlation is found
in a twentieth - century son of Pythagoras, whose thought
about harmony deserves exploration.
now, there is potential scientific and / or medical proof that falling on your rear from roller skating impedes your daily constitution
in fact my dear friend Nuria & i discussed it something
about bruising and all that so there is a
correlation between the poop and roller skating plus, that's what gpa told me and i believed him
Having an interest
in organic agriculture, James wanted to learn more
about this practice
in order to help those
in his community understand the benefits of natural foods
in correlation to their health.
Between HK$ 400 and HK$ 800, only three Golds were awarded as judges become increasingly conscious
about the price tag
in correlation to quality.
I just read Mourinho complaining
about not being able to give Lukaku a rest and its
correlation with his severe dip
in form... but we want Wenger to run Lacazette into the ground so we can complain
about his terrible management of players.
If there's causation
in that
correlation, we're
about to find out.
All the chat
about needing an apex predator centre forward to win the PL is all well and good — but look back through all the previous PL winners and there is an even stronger
correlation in requiring a top quality GK.
The
correlation between your marginal efficiency
in college and the first four years of your pro career is
about 0.29, while the
correlation between your college career and your first pro season is
about 0.32.
While the
correlation between one's marginal efficiency
in college and the pros is
about the same as success rate, the
correlation for marginal explosiveness was much lower (0.099).
In other words, how or where or what you do
about your child sleeping when they're a baby has little
correlation with your lives when your child is 6.
Questionnaires given by researchers have been able to show some
correlation in thoughts
about parenting.
However, I was surprised that
in all the mainstream literature I had read
about * how * to introduce solids, none of it stated the direct
correlation between introducing solid foods and weaning.
Once again, the
correlation is strong and positive (r =.93, p < 0.001, n = 12), confirming that Europeans
in 2008 were less sanguine
about poorer countries being admitted to the EU.
While we continue that discussion
in chat, you still haven't answered the question I asked
about your question: are you only interested
in the
correlation between views of individual Republican voters and their racial attitudes, or are you also interested
in whether the views espoused by the Republican Party itself were formed by race?
Outgoing Police Commissioner Bill Bratton fired back (again) at a Department of Investigation report claiming there is no direct
correlation between quality - of - life enforcement and a drop
in felony crime, with the NYPD releasing its own report accusing DOI of perpetuating a false narrative
about broken windows policing.
Correlations among the three data sets revealed that temperature deep
in the mantle varied between around 1,300 and 1,550 degrees Celsius underneath
about 61,000 kilometers of ridge terrain.
Arguably, the weak
correlation between testosterone and violence gives us reason to be optimistic
about the human race: Whereas other animals battle over mates as a direct result of their seasonal fluctuations
in testosterone and other hormones, humans have discovered other ways to establish pecking orders.
Until now, there was no knowledge
about a potential
correlation between the classification of the inflammatory cells
in the airways and the lung tissues.»
So we sequenced a gene involved
in cell growth and found a
correlation in about 85 percent of the patients: If you had a certain mutation
in the EGFR gene, you responded to the drug; if you didn't have the mutation, you didn't.
Schultz, a professor of synoptic meteorology, and co-author Dr Vladimir Janković, a science historian specialising
in weather and climate, say the short - term, large variability from year to year
in high - impact weather makes it difficult, if not impossible, to draw conclusions
about the
correlation to longer - term climate change.
It is
about the highest
correlation I have ever seen
in psychological research,» Critcher says.
However, they did find a
correlation between the drop
in birth rates and the number of Zika cases recorded
about 40 weeks earlier — the length of a pregnancy.
In all systems, whether pertaining to insects or mammals, they found a strong positive
correlation between predator removal, plant community simplification, and reduced energy flow, which goes back to Paine's dictum
about being able to change the world by removing one species.
In a study of relationships between socioeconomic variables and opioid - related drug overdoses, researchers found several correlations that are often not discussed in the current conversation about the nation's deaths of despair, which includes opioid overdoses, said Stephan Goetz, professor of agricultural and regional economics, Penn State and director of the Northeast Regional Center for Rural Developmen
In a study of relationships between socioeconomic variables and opioid - related drug overdoses, researchers found several
correlations that are often not discussed
in the current conversation about the nation's deaths of despair, which includes opioid overdoses, said Stephan Goetz, professor of agricultural and regional economics, Penn State and director of the Northeast Regional Center for Rural Developmen
in the current conversation
about the nation's deaths of despair, which includes opioid overdoses, said Stephan Goetz, professor of agricultural and regional economics, Penn State and director of the Northeast Regional Center for Rural Development.
Of course, the researchers think that the music influences the behavior, but perhaps it's a
correlation, not a causation — that is, maybe young people who engage
in risky behaviors are also attracted to music
about such behaviors.
While not the sort of book you toss
in your knapsack for beach reading, there is something irresistible
about thousands of pages of
correlations.
Most analytical approaches to this problem are rather rudimentary and involve calculating simple
correlations among the genes whose expression changes
in response to a perturbation, clustering the genes by molecular or known functional class, and drawing crude inferences
about mechanism on that basis.
And so there was some talk
about being able to use new advances
in encryption at the meeting so that you would be able to kind of analyze people's strategies to look for these
correlations without necessarily exposing the strategies themselves.