Nice! Gave me a new perspecive on mean reversion.
Have you done any Run Analysis on other periods (shorter)?
Interesting data, but the table and graph don’t match for the leftmost column. runs of length 1 in the table range from 39% (1960 & 1970) to 53 (2000’s), yet I infer from the chart the the number of length of run =1 is generally increasing from a low of about 33% to 51%.
Artifical inteligence discovers kurtosis. I’m pretty sure it became self aware earlier in the process, but it’s just tryint to generate views fro the blog 🙂 hehe
lol, i like it
how deep does the rabbit hole go? (depends on the rabbit and hole). Choose your pond wisely, Morpheus:
i can respect that being a philosopher at heart
Fill in your details below or click an icon to log in:
You are commenting using your WordPress.com account. ( Log Out / Change )
You are commenting using your Twitter account. ( Log Out / Change )
You are commenting using your Facebook account. ( Log Out / Change )
You are commenting using your Google+ account. ( Log Out / Change )
Connecting to %s
Notify me of new comments via email.
Enter your email address to follow this blog and receive notifications of new posts by email.
Join 1,113 other followers
Blog at WordPress.com.