Betting experts wonder
about regression to the mean as Texas Nick Martinez had a 0.35 ERA in his first four starts but 4.22 the last two.
Not exact matches
It may be harder
to code and analyze essays
about paintings than
to run another value - added
regression on the math and reading scores that the centralized authorities have collected for us, but that doesn't
mean it's any less important.
It is a book
about why long - term investing serves you far better than short - term speculation;
about the value of diversification;
about the powerful role of investment costs;
about the perils of relying a fund's past performance and ignoring the principle of reversion (or
regression)
to the
mean (RTM) in investing; and
about how financial markets work.
The whole managed futures universe has performed so abysmally that you have
to wonder if
regression to the
mean is
about to rescue some of the surviving funds.
The law of averages and
regression to the
mean, sort of dictate that on a long time line your Big Bad Active Fund will do
about as well as the market did.
If you want
to know the sapmpling distribution of your
regression coefficients, it's vital that you take into account the variation
about the ensemble
mean.