Sentences with phrase «how mean reverting»
It's incredible how mean reverting systems always beat trend forrowing ones... The same I experience with my patterns trading.
http://alvarezquanttrading.com/ Not exact matches
How can we avoid the crowd following, mean reverting tendencies that arise from looking to others as a source of investment ideas?
The hope is that returns will revert to the mean and the under - performing asset classes will out - perform in the subsequent year, as Mebane Faber lays out in The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets.
Austria's 97 Years of Loss This article by John Authers stresses how difficult it is to time the market because the mean (to which the argument goes that everything will revert) itself inflates, rendering the data at the time of the bubble much more confusing that in hindsight.
How about telling me why foreign profits will mean revert?
How can we avoid the crowd following, mean reverting tendencies that arise from looking to others as a source of investment ideas?
If I'm concentrating a la Warren Buffett, I'm definitely more individual business - focused and am not as wrapped up in the idea of how companies generally mean revert.
Business Insider on 14 February 2014, in an article titled James Montier's Annotated CAPE Chart Is Brilliant wrote about an insightful chart James Montier used at a presentation in 2011 showing how the market always reverts to the mean explaining why the market is currently overvalued and why future US stock market returns will not be anything to get excited about.
According to Kuo, Apple will wait to see how things pan out with the iPhone X before deciding whether to ditch Touch ID completely next year on all 2018 models for Face ID or revert to it as a means of unlocking devices and authentication for payments.