The essential problem that killed LTCM is that their model relied
on correlations which (we have been reminded) fail in times of stress.
Not exact matches
Earlier this year, for example, Judy Zaichkowsky of Simon Fraser University's Beedie School of Business published a study indicating that the presence of just one woman
on a company's board resulted in significantly higher standards of corporate governance (
which has an established
correlation to better financial performance).
Theranos does show detailed charts
on its website,
which portray a close
correlation between its tests and more traditional blood - testing technologies, but the data used to generate those charts is not publicly available.
He adds, however, that the
correlation may be low because it's based
on email data,
which tends to trend polite anyway.
This isn't the first time that there has been a
correlation between Trump's statements and programming
on cable news, of
which he is a noted fan.
I like to spend time
on things
which have a high
correlation with effort and performance Eg this site.
The beta calculation, here performed by FactSet, is based
on the
correlation between a single stock and the index over the past three years,
which is then squared and divided by the variance of the index.
Implied
Correlations:
On a very similar note, this chart shows the CBOE Implied
Correlation Index (note: this is my continuous index
which switches between the various vintages of the index to provide a more analytically useful version of the raw indexes).
«We are convinced that «quant» funds»,
which have attracted hundreds of billions of dollars in the last few years and a significant portion of
which use leverage, and whose models and various strategies are largely based
on price action and
correlations extracted from the reasonably - recent past when volatility has been low (largely of their own making), have contributed mightily to the illusion that market risk is low.
A safe haven is different from a hedge,
which has zero or negative return
correlation with another asset or portfolio
on average.
We are encouraged by Morningstar's report
on the positive
correlation between success rates and ownership levels; we seek this level of dedication within the companies in
which we choose to invest, and elect to hold ourselves to the same standard.
In theological
correlation, Christianity's truth claims and specifity were undercut to the extent that works of art provided the basic model
on which those claims were to be understood.
It is true that there is, according to Aristotle, one privileged motion — the rotation of the sphere of the fixed stars —
which measures accurately the objective flow of time; in its insistence
on the close
correlation of time with the universal celestial clock, Aristotle's theory of time remained relational.
I would recommend Boyd's website for a good read about the
correlation between Christianity and nudity / nudism as well as the naturist-christians.org site and experiencegrace.com — there is an excellent article called «The Bible, Society & Nudity»
on it
which I think others could benefit from reading.
I think the biggest
correlation to
which Jameis you see
on the field is the running game.
But, where I'm not
on board — is the idea that Honka's numbers reflect that he is better at the transition from O to D. I see a
correlation between O - zone starts and Corsi - For (
which makes sense given the way Corsi - For is defined).
Yet
on the year they were only 2 minutes less than their opponent's
which from a distance doesn't seem to indicate
correlation or causation but look at the wins and they do.
For what it's worth, there was a 0.80
correlation between schools»
on - field rankings and their football - related revenue rankings,
which is a pretty strong relationship.
My point is that if you are going to rely
on a historical based fear of women and babies dieing in childbirth (
which they did and still do) then it is important to look at the
correlations and significant factors so you can consciously choose if you want to continue acting from that fear based model.
The Liberal Democrat Home Office minister was speaking to Politics.co.uk after the publication of a government report
on international drug laws
which found no
correlation between the severity of a country's policy and levels of drug use.
Which is a very interesting question because it's so meaningless and stupid, and yet the fact that identical twins had an 80 percent
correlation coefficient
on that, even though they'd been separated at birth, I find fascinating.
«This is particularly significant because drugs that work
on the serotonin system are the mainstay treatment for OCD in humans,
which demonstrates further
correlation between the human and animal models,» says Dodman.
«The surfaces of breast implants in use today have relatively large features
on their surface,
which have no discernible
correlation with biological features required for cells to interact with.
The gas battery provided powerful evidence in favour of the theory Grove had developed regarding the inter-relationship of forces,
which he described a few years later in his essay,
On the
Correlation of Physical Forces.
In particular, Brillouin optical
correlation - domain reflectometry (BOCDR),
which operates based
on the
correlation control of continuous lightwaves, is known to be an intrinsically one - end - access distributed sensing technique with high spatial resolution (< 1 cm).
He and his colleagues hope to find
correlations between those circumstances and diversity,
which might enable them to predict the impact of global warming and the resulting ocean acidification
on marine ecosystems.
There is a finely graded inverse association between age and cognitive performance, 3 4 5 but the age at
which cognitive decline becomes evident at the population level remains the subject of debate.5 6 7 A recent review of the literature concluded that there was little evidence of cognitive decline before the age of 60.8 This point of view, however, is not universally accepted.5 6 Clinicopathological studies show good
correlation between neuropathology and the severity of cognitive decline, 9 10 11 and neurofibrillary tangles and amyloid plaques, the hallmarks of pathology, are known to be present in the brains of young adults.12 13 Emerging consensus
on the long gestation period of dementia14 15 also suggests that adults aged under 60 are likely to experience age related cognitive decline.
On average we found only 54 genes per tissue (0.2 %),
which showed significant
correlation of gene expression with PMI (FDR < 1 %)(Fig. 3a, Supplementary Table 6), compared to 6919 genes per tissue (39.3 %), if using the same model without covariates.
On the other hand, an inverse
correlation between plasma adiponectin levels and insulin sensitivity is seen in obese and diabetic subjects,
which tends to be somewhat more pronounced in women (45 — 47).
Alexander's Figure 12 (showing A
correlation between temperature and solar cycle length — rather than amplitude) seemed the key point of the paper,
on which his predictions are based.
These and most other similar large - scale assessments are based primarily
on species distribution (bioclimatic envelope) models,
which use
correlations between species» observed distributions and climate variables to predict their distributions and hence their extinction risk under future climate scenarios [9]--[11].
There is an open problem in astronomy and cosmology in computing the anisotropic (direction - dependent) and isotropic (direction - averaged) 3 - point
correlation (3CPF) function
which provides information
on the structure of the universe.
The robust quantification of over 9,000 proteins and 11,000 phosphopeptides
on average enabled the de novo construction of a functional protein
correlation network,
which ultimately exposed the collateral effects of mutations
on protein complexes.
10 Yet Cornell researchers found that the consumption of green vegetables,
which ranged from almost 700 grams per day to zero, depending
on the region, showed no
correlation, either positive or negative, with any disease.
Ancel Keys» work
on the «Seven Countries» study was references,
which looked at the
correlation between dietary fat and blood cholesterol levels.
We will continue to learn more about nutrition as science progresses, but we should have a better foundation than a handful of unexplained statistical
correlations on which to act in the face of uncertainty.
It should also be said that Ancel Keys was behind the original scare story
on saturated fat; the seven countries paper
which showed a big
correlation between saturated fat intake and heart disease.
Although I did show many studies showing the
correlation of glucose
on aspects of health and even mortality, it was done to disprove the notion that only glucose above 140 is detrimental,
which they did, including in context of studies pertaining to insulin and leptin.
While looking for something else, I found this recent response
on another topic: http://www.wheatbellyblog.com/2011/10/this-is-your-brain-
on-wheat/comment-page-2/#comment-169364 in
which the reader reported an apparent direct
correlation between fluoridated water exposure and thyroid problems.
PLATFORM This section of 12 films,
which tends to focus
on directors in early stages of their careers, is actually juried (though TIFF isn't known for awards really outside of «People's Choice»
which tends to have a strong
correlation to eventual Best Picture nominations at the Oscars).
Stealing Beauty's
correlations with the later The Dreamers — a ripe lead with bee - stung lips; a moment in
which the 19 - year - old protagonist nestles a paramour's photograph against an erogenous zone (a gesture Jonathan Rosenbaum called in his review of The Dreamers «the perfect encapsulation of Bertolucci's idea of a turn -
on»); scatological punchlines; an unlikely virgin; shock nudity — are numerous and sundry, so much so that one would like to call the newer film an apologia.
In an early scene from Alfred Hitchcock's Rear Window, the panning camera reveals a framed photograph of a young, smiling blond woman — except, the image is
on negative film,
which serves as a presumable
correlation for disabled protagonist Jeff's (Jimmy Stewart) outlook
on women,
which is tested in his gaze and projected desire from a lofty apartment window throughout the film.
That highly - quantitative theory ignores conventional baseball wisdom, scouting reports and popular stats like batting averages and RBIs in favor of lesser - appreciated indicators like slugging and
on - base percentages
which apparently have a higher
correlation to wins and losses.
For many purposes, such as tenure or retention decisions, it is not the «year to year»
correlation that matters, but the «year - to - career» — that is, the degree to
which a single year's value - added measure would provide information about a teacher's likely impact
on students over their future careers.
With the help of mentors at Harvard University and the Massachusetts Institue of Technology, and thanks to the loan of hardware from Microsoft, Bick conducted a study called «The Impact of Personal Digital Assistants
on Academic Achievement,» in
which he investigated the
correlation between the use of Microsoft Pocket PCs and the academic performance of Millburn freshmen and sophomores over the course of five months.
The second study (hereafter the «meta - analysis»), by Credé et al., [iii] is a systematic review of data from all the published studies that could be found in
which participants who were at least of middle school age and in
which correlations were reported or could be calculated between scores
on any of Duckworth's grit scales and other variables.
Looking at only American students» PISA scores, we see that reading engagement had a higher
correlation with reading literacy achievement than time spent
on homework, relationships with teachers, a sense of belonging, classroom environment, or even pressure to achieve (
which had a negative
correlation).
Conversely, if observers based their scores
on what they already know about teachers» value - added, the observer ratings would be distorted in ways that make the
correlations might be very high,
which might also be a red flag.
To find out how the individual states performed in 2000 compared with what we might expect
on the basis of conditions in each state, I computed the
correlation of completion rates with expectations based
on three factors: state average socioeconomic characteristics (family income, education, and occupation); the percentage of two - parent families; and the rate at
which students change schools.
Summary: This article reports
on the results of an analysis of 76 school climate research studies
which found that there was a strong
correlation between positive school climate and student achievement.