Sentences with phrase «strong mean reverting»
In a previous post, we showed that the spot volatility index, VIX, has a strong mean reverting tendency.
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In a previous post, we showed that the spot volatility index, VIX, has a strong mean reverting tendency.
Not exact matches
By ignoring the strong leadership roles that women like Deborah and Phoebe and Priscilla played in the Bible (what McKnight calls WDWD passages) because of what Paul said to specific churches about silencing means reverting to our fallen state rather than our new creation state.
Value buyers like me look for strong companies in the green zone, thinking that industries mean - revert.
The investor return gap persists, despite strong evidence that factor performance is mean reverting, because investors use the manager selection process for alpha timing.
Worse, we should expect this revaluation alpha to mean revert because strong recent performance frequently leads to poor subsequent performance, and vice versa.
The other criticism of fundamental indexing is that this new approach may not pass the test of time, as the market has a strong tendency to revert to the mean.