Sentences with phrase «little reversion to the mean»

Not exact matches

What is more interesting is that the reversion happens a little faster, at a rate of 28.2 % / month, which means absent other disturbances, it closes half of the gap to the mean reversion target over 44 days.

It demonstrates that variance ratios are among the most powerful tests for detecting mean reversion in stock prices, but that they have little power against the principal interesting alternatives to the random walk hypothesis.

So if you are looking at something like professional swimming and recording the lap time for Michael Phelps, it won't be a revelation that the outcome (lap timings) stays pretty much consistent with very little scope for reversion to the mean.

There goes that little Einstein by the name of Kim, who can't figure out that the sun goes through the same reversion - to - the - mean fluctuations as the earth.