Sentences with phrase «so mean reverting»

Nearly everybody get access to instant news flow, that's why each event's time window shortened so much helping so mean reverting regime and not trend following.

Not exact matches

for sure its not ideal, and negative real returns on fixed income assets / cash are not the norm so hopefully it will get better / revert to mean

Jeremy Grantham recently pointed out that since the early 90's, stocks have still mean reverted, however have done so around a persistently higher mean.

To revert to the earlier metaphor, we may say that resurrection does not mean the re-opening of the book of life so that further chapters may be added, but rather the preservation of the book so that it may be read, and, being read, bring joy, satisfaction and inspiration.

If Arsenal stick with three centre backs then Mustafi must be considered a far better choice for the third birth alongside Kos and Holding rather then Monreal.Kolasinac has to come back in at left eing - back and Bellerin revert to the right.Midfield is a very different matter.Arsenal still desperately need a proper defensive central player.Ozil in this current side can not be considered anything more than a luxury.All of Bournemouth's creativity will come down the flanks so it's necessary to put players on to the pitch who are prepared to fulfill their defensive duties.This also means that unless Ramsey can work out that he's playing in midfield not as a number 10 he has no place on the team either.

The IR blaster inclusion means the Note 8.0 can be used as a universal TV remote via the pre-installed Peel app and despite being relatively pain - free to set up if you have a modern set, the response to change channels or access recommended shows was so slow that we quickly reverted back to the standard remote.

Also, if your device is powered by a custom ROM now you will be able to restore the default Android OS, which means that you will also restore the warranty back — when rooting and updating with custom ROMs the warranty gets void, so now you will be able to revert.

The forward market for 1 - year implied volatility doesn't exist in any deep way, so the insurance company decides that it will have to take its chances, and assume that volatility will mean revert over longer periods of time.

The share of income that goes to profits and interest also tends to mean - revert over time, so humility is needed when:

I trust you mean the statistical significance of CAPE reverting to the mean and so on is higher with indices than with individual stocks.

He admits that the distribution may not be quite so wide if the markets revert to the mean and show cyclicality of returns.

Foreign profits compete for all non-U.S. income, so a huge number, and it isn't mean reverting in the same way domestic profits are, which compete for U.S. income with employee comp, renters income, interest income, taxes, etc..

Or perhaps a flood of new investment capital over the last decade or so has produced a lofty ending valuation, which has yet to mean revert, 12 and which would lead the regression to underestimate the true power of valuation for the low beta factor.

There is part of me that tends to think returns tend to revert to the mean, so what has been working well lately may not work as well tomorrow.

Price changes tend to mean revert, so estimates of annualized realized volatility drop as the length of the period rises.

Jeremy Grantham recently pointed out that since the early 90's, stocks have still mean reverted, however have done so around a persistently higher mean.

None of that is going to necessarily mean revert other than interest rates and wages will go up when the economy strengthens, which goes against your total market implosion scenario (so basically a repeat of 2008 except with a healthy banking system this time).

People are putting money into XIV because they «know» that implied volatility always mean - reverts, and so they will make easy money after a volatility spike.

Anyway, currencies are mean - reverting much of the time — so despite high short - term FX volatility, in the medium term the scale of your equity gains / losses is likely to far exceed any related currency gains / losses.

This means the Pro Evolution Soccer series will no longer be able to use Champions League brand in future games so it will probably revert to a spoofed competition that resembles Champions League in format and participation for Master League and Become a Legend purposes.

The Pacific — like anything else is likely to revert to the mean — and the only one on their knees is JCH praying that it just ain't so.

Yet, ENSO also reverts to a mean of zero over the long term, so that the secular forcing is what matter in the end.

For extrapolation, all noise models will eventually revert to the mean of the calibration method, and so if that wasn't actually the case, the proxies should outperform the noise.

So, your proposition is, that because physics dictates that the DGP governing the record over the past 8000 years must be mean reverting (here we agree), the DGP governing our instrumental record, also must be mean reverting in absence of exogenous forcings (here I believe we disagree).

Also, if your device is powered by a custom ROM now you will be able to restore the default Android OS, which means that you will also restore the warranty back — when rooting and updating with custom ROMs the warranty gets void, so now you will be able to revert.