Sentences with phrase «upon regression to the mean»
Assuming that there is no relevant news, a hedge fund would buy the stock that is down and short the stock that is up and rely upon regression to the mean to fix this disparity in time.
http://hedgefundhub.com/ Not exact matches
a Regressions of winter SLP and SAT trends upon the normalized leading PC of winter SLP trends in the CESM1 Large Ensemble, multiplied by two to correspond to a two standard deviation anomaly of the PC; b CESM1 ensemble - mean winter SLP and SAT trends; c b − a; d b + a. SAT in color shading (°C per 30 years) and SLP in contours (interval = 1 hPa per 30 years with negative values dashed).