Sentences with phrase «impressive predictive power»

The biggest challenge in investing is whether you can convert statistical significance (a high correlation or a regression with impressive predictive power) into investment strategy.

Not exact matches

«If one hypothesized that momentum has similar predictive power around the world, equal to the historical average of value and momentum over each of our four regions, then the ex post «failure» of Japanese momentum is not at all statistically impressive (a p - value of about 26 %).
All in all, the predictive power of the model has been quite impressive.
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