Results for “Correlation Ventures”

…yield curves have neutralized the strong dollar, pushing commodities higher. We believe the recent breakdown in USD/Oil correlation since OPEC/Fed can persist so long as inflation expectations remain supported. However, a toxic mix of much faster-than-anticipated US interest rate...

…f one or another of these underlying assumptions (such as series and Fourier phase shuffling to destroy statistical autocorrelations and vectorial continuities but leaving the probability density distributions intact ) may at times help emphasize one or another of these orientati...

…of the US population receives entitlement dollars or is on the government payroll, up from ~20% in 1966. Given the high correlation of rising entitlement income with declining savings, do Americans feel less compelled to save if they depend on the government for their future savi...

…nces of Inaction, 413-434 Austerity Measures, 426 Credit Rating, 419 Credit / Debt Crisis, 422-430 Deficits / Swap Rate Correlation, 430 Public Debt, Net Worth vs. Peers, 416-417 Short Term / Long Term, 415 Social Unrest, CDS, 429 Costs & Headcount, 345-348 Debt Composition, 168...

…othbay, we generally run with limited net equity market exposure (on average 6-8% historically) and have maintained low correlation to market indices. While the sources of our returns will generally be idiosyncratic, there is no question that the tremendous amount of capital that...

…t thesis We think the Street is underestimating ’17 EPS upside potential from Energy recovery given the segment’s close correlation to N.A. rig count and short-cycle nature of the business, as well as incremental accretion from Wayne acquisition. DOV is expected to host an analys...

…e rise of Trump. In other words, the conclusion is that the great trends of history, or to use an old Soviet term, the ‘correlation of forces’, are moving China’s way. TOWARDS A SHARPER CHINESE DIPLOMACY A third element of the 2018 Work Conference is its injunction to the count...

…he brokers based on the relationship between ROE (return on equity} and PB (price to book), which has a high historical correlation. Our $230 PO is based on a target PB multiple of 1.2x our forward book value estimate, which is above our 2017E ROE of roughly 10% as we add in high...

nothing would prevent a sophisticated investor in the omnibus fund from manipulating correlation further down with derivatives as hedge funds do. Liquidity, Risk and Return Demand deposits in banks today can be withdrawn at any time. Time deposits cannot be attracted without e...

…ic attractors. Phys. Lett. A137:167- 172 Ding, M., Grebogi, C., Ott, E., Sauer, T., Yorke, J. (1993) Plateau onset for correlation dimension: When does it occur. Phys. Rev. Lett. 70:3872-3875. Duke, D.W. and Pritchard, W.S. (eds) (1991)Measuring Chaos in the Human Brain. World...

…rff, J.M., Peng, C.-K., Ladin, Z., Wei, J.Y., Goldberger, A.L. (1995) Is walking a random walk? Evidence for long range correlations in the stride interval of human gait. J. Appl. Physiol. 78:349-358 Hausdorff. J.M., Purdon, P.L., Peng, C.-K., Ladin, Z., Wei, J.Y., Goldberger, A...

…yield curves have neutralized the strong dollar, pushing commodities higher. We believe the recent breakdown in USD/Oil correlation since OPEC/Fed can persist so long as inflation expectations remain supported. However, a toxic mix of much faster-than-anticipated US interest rate...

… Disposable Income 20% ~- ——Entitlement/ Welfare Income as % of Average Disposable Income ----------— ssf 1970 - 2010 Correlation: -82% Entitlement Income / Personal Savings as % of Disposable Income N = Qt tt 1970 1975 1980 1985 1990 1995 2000 2005 2010 Note: 1) Entitlemen...

…othbay, we generally run with limited net equity market exposure (on average 6-8% historically) and have maintained low correlation to market indices. While the sources of our returns will generally be idiosyncratic, there is no question that the tremendous amount of capital that...

…e successes were made easier by those documents compromised by Snowden, he replied, “Even though I cannot make a direct correlation here, unarguably our adversaries know far more about how we collect signals intelligence than they ever did before [Snowden].” If Snowden could cau...