Sentences with phrase «of uncorrelated»

And, if you have applied autocorrelation that is broader than usual are you not masking the possibility for decade scale fluctuations to be detectable in the presence of uncorrelated inter-annual measurement noise?

That simplifies the discussion as then we can estimate \ (2 \ sigma \ approx 2 -LCB- \ sqrt -LCB- V / (N - 1)-RCB--RCB- \), where N is given by the number of uncorrelated Atlantic ocean areas between 20 ° N and 20 ° S. With a correlation length of ∼ 10 — 15 ° we obtain a rough estimate of N ≈ 12 for the tropical Atlantic sector.

When markets are making all time highs this is the sort of uncorrelated stock that the cautious can be comfortable buying

There's a puzzle of sorts in asset allocation, and it falls under the rubric of uncorrelated returns.

This would also diversify Tetragon away from CLOs ultimately, into a much wider range of uncorrelated / alternative investment strategies.

A diversified portfolio, with a mix of uncorrelated assets, tends to smooth out performance.

The reason that cash / bonds are even in the mix is because the portfolio is supposed to be made up of uncorrelated assets — when something goes up, something else should go down (ideally).

«In this sense, the notion of uncorrelated returns - especially, absolute returns, has a compelling attraction,» says Mr. Bernstein.

That gives us opportunities to try to pick those winners, and offset it by some of the weaker performers to generate these sort of uncorrelated strategies.

Not exact matches

Cowen Special Investments («CSI»), an unregulated merchant banking affiliate of Cowen, is an investor and dealer whose primary function is to assist clients in monetizing illiquid, difficult to value, uncorrelated, non-cusip, financial assets.

Their price movements are uncorrelated to the movements of other asset prices, such as shares and property.

However, within a given portfolio, an investor can maximize return for a given level of risk by diversifying among several uncorrelated asset classes.

If done correctly, with an eye not to achieving political or regulatory objectives but rather to eliminating financial distress costs, these can improve the enterprise value of the borrower; to the extent that the lender participates in the upside (and if the performances of the various equity positons emerging from these swaps are uncorrelated), the lender's net asset position can also improve.

Within these regions, it is also important for an investor to understand the dynamics of each country as they are highly uncorrelated markets even though they have the same characteristics in terms of the economy.

I've heard it argued that equities and bonds are relatively uncorrelated — bonds can do well when the stock market is doing badly — and that's part of the rationale for some mix.

Uncorrelated Movements At the end of the day, these two types of rates can have completely uncorrelated movements, which was the case in the April - to - June period ProShares Uncorrelated Movements At the end of the day, these two types of rates can have completely uncorrelated movements, which was the case in the April - to - June period ProShares uncorrelated movements, which was the case in the April - to - June period ProShares singled out.

At different times investors would like correlated returns when markets are rising, uncorrelated returns when they're falling, absolute returns during a correction, downside protection against a crash, the ability to go both long and short in a sideways market, the ability to be tactical and time the market at the inflection points and, of course, you have to consistently beat the market.

They apply this analysis to definitions of a hedge (safe haven) as an asset that is uncorrelated or negatively correlated with another asset or portfolio on average (in times of market stress or turmoil).

Bitcoin has been described by many as a storehouse of value that, despite volatility, is uncorrelated to other market developments.

«At Directed Capital we are always looking to provide solutions for Main Street that traditional lenders do not have the capability or flexibility to assist with,» said Directed Capital's CEO Chris Moench, who has specialized in acquiring and repositioning debt for more than 25 years, «With the increase to our credit facility from our longtime lender Goldman Sachs, we were able to acquire these FDIC loans and expect to continue our long tradition of helping borrowers re-access traditional financing channels, while providing investors with superior returns typically uncorrelated with the market.

The sequence of states exhibits a degree of randomness: a car from Kentucky, then New Jersey, then Florida, and so on» because the cars are uncorrelated: knowing where one car comes from tells us nothing about where the next one comes from.

He need not be slapped into uncorrelated fragments of function; he need not become a weary and unstructured functionary of a vague, busy moralism; he need not see the visions and energies and focused loyalty of his calling run, shallowly like spilled water, down a multitude of slopes.

«Contrary to offsetting, which consists in handling carbon compensation in other places by uncorrelated people and means, the insetting includes the handling of carbon compensation into the commercial dynamics of the company» (PUR Projet).

Thinking of pensions as something more akin to public goods such as education or infrastructure — where what you pay in and what you get out are basically uncorrelated — will be a tough sell to the electorate and will take a lot of political capital.

«Most common models assume these particles would be uncorrelated,» says Gunther Roland, a physicist at the Massachusetts Institute of Technology and a CMS team member.

They ran statistical analyses to uncover the risk of having two diseases together, identifying pairs of diseases for which the percentage of people who had both was higher than would be expected if the diseases were uncorrelated — in other words, a patient who had one disease was more likely than the average person to have the other.

We find no correlation; we even find that both processes can be influenced by a genetic intervention in insulin / IGF1 signaling and yet remain uncorrelated, suggesting some form of compartmentation within the organism.

The more dynamic picture in the new simulations suggests that the rate of change in the first half of this century — which does not involve a significant contribution from processes like marine ice - cliff instability, or hydrofracturing — is essentially uncorrelated with the rate of change later in the century.

«We can definitely see many more what we call «uncorrelated» tracks than the Air Force can today,» she said, with «about an order of magnitude better performance» than GEODSS.

This approach shows that BOLD and field potential measures provide complementary information about human brain activity and we infer that features of the field potential that are uncorrelated with BOLD arise largely from changes in synchrony, rather than level, of neuronal activity.

So the fraction of those with metabolic syndrome diagnosed as diabetic will increase with white rice consumption in China and Japan, but will be uncorrelated with white rice consumption in the US and Australia.

On the other hand, within a school, a family's own socioeconomic status is uncorrelated with the type of teacher a parent requests.

We have also tried the Duckworth scale in an experiment and found that it was uncorrelated with other, behavioral measures of non-cognitive skills, such as time devoted to a challenging task and delayed gratification.

The other 80 % of the population is assumed to be uncorrelated.

For example, in the plot there is not a constant slope, but teachers who are in the first quintile on VAM I assume to have a correlation of r = 0.50 with observational scores, the second quintile I assume to have a correlation of r = 0.20, and the other quintiles I assume to be uncorrelated.

A US equity market neutral and global systematic macro trading strategy that aims to deliver uncorrelated alpha with controlled volatility across a wide range of market environments.

It depends on whether this brings the benefit of high and uncorrelated returns to the rest of the portfolio.

The DRS acts as a risk - reducer, a beta - dampener on the portfolio, whereas an uncorrelated managed futures strategy could be used as more of an alpha - driver and diversifier.

That higher return has come with higher volatility, but by combining several different asset classes that are at least somewhat uncorrelated, or better yet negatively correlated, a higher return per unit of risk is possible.

I've heard it argued that equities and bonds are relatively uncorrelated — bonds can do well when the stock market is doing badly — and that's part of the rationale for some mix.

The liquid - alt pitch is that individuals can access the same types of investments as university endowments and other big institutions, to diversify equity - heavy portfolios, typically with a 10 % to 20 % allocation to liquid alts... The advantage of the [AQR Managed Futures] strategy -LSB-...] is that it is uncorrelated with other asset classes, and «has the most consistently strong performance in equity bear markets.»

Ideally, returns of a liquid - alt fund should not only be uncorrelated with those of both stocks and bonds but also significantly positive over a long evaluation period.

Likewise, risk - averse investors hunting for income opportunities may find the uncorrelated nature of some CEF investments attractive.

Maybe the free lunch of strong and uncorrelated returns doesn't exist.

The encouraging news for low - volatility investors is that buy — write strategies offer an uncorrelated source of return and a risk - diversifying addition to their portfolios.

Commodities have historically provided investors with a hedge against inflation, a way to capitalize on the growth of emerging economies around the world as well as returns that are uncorrelated to more traditional asset classes, such as stocks and bonds.

We know the real value of cash will erode overtime (usually slowly) due to inflation, but cash has the advantage of being relatively uncorrelated with stock market movements.

We at insuranceandestates.com are advocates of the infinite banking concept ® and we tend to lean towards dividend paying whole life insurance as the primary vehicle for a banking policy, since whole life insurance is an asset, uncorrelated from the stock market.

As we ride the ups and down of the stock market roller coaster, it's nice to know a portion of your portfolio consists of a tangible investment that's largely uncorrelated to the equity market.

In fact, SFR prices and stock prices have proven to be almost perfectly uncorrelated since 1971, with a correlation coefficient of only 0.07.