Sentences with phrase «reversion to the mean always»

Not exact matches

Reversion to the mean will always trump, greed, optimism, liquidity and stupidity.

«People in this business always want to be in the top decile, and that's a laudable goal, but mean reversion says that if you're in the top decile, you're likely going to be in the bottom decile,» O'Neill said.

There will always be the pull to the mass (it's called reversion to the mean, or average).

As for the Treasury market — the yield on the securities will always serve as an aid to mean - reversion, and if there is no fundamental change, it will happen quickly.

Furthermore, attempting to time mean reversion is almost always a losing proposition.

Always remember that qualitative factors tend to revert to the mean (mean reversion).

Paragraph 2: First, rebalancing is almost always a good idea, but it presumes the asset classes / subclasses in question is high quality enough that it will mean - revert, and that your time horizon is long enough to benefit from the mean reversion when it happens.

It's the basics of mean reversion, asset prices will always revert to its average eventually.

Of course, it does imply mean reversion & economic flexibility — so you always want to watch out for the exception: A secular / permanent step - change in a country's circumstances, and / or an inability to adjust to changing circumstances.

The earth's climate in the last several hundred thousand years has always been best described as a long - term random walk with reversion - to - the - mean characteristics.