Mean Reversion Quotes

#1. Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model.

John Hull

#2. History teaches that when valuations are extreme, "mean reversion," a move towards historical norms, is likely. Once value stocks turn, the recovery can be fast and intense.

Robert D. Arnott

#3. Investors tend to discover 'hot' mutual fund managers just after a successful run and just before the inescapable force of mean reversion is about to kick in.

Barry Ritholtz

#4. Yes, our tree has an interesting shape. The center branches reflect the shape of the zero curve. When extreme parts of the tree are reached the branching pattern changes to accommodate the mean reversion.

John Hull

#5. When husbands and wives not only co-work but try to co-homemake, as post-feminist and well-intentioned as it is, out goes the clear delineation of spheres, out goes the calm of unquestioned authority, and of course, out goes the gratitude.

Sandra Tsing Loh

#6. Historically, we have always seen reversion to the mean. After stocks have had an unusually great 10 or 20 years, they typically turn in subpar results over the next 10 or 20, and after bad 10- to 20-year stretches, the next 10 to 20 tend to be above average.

James O'Shaughnessy

#7. Going back to the origin is called peace; it means reversion to destiny. Reversion to destiny is called eternity. Those who know eternity are called enlightened.

Laozi

#8. Reversion to the mean is the iron rule of the financial markets.

John C. Bogle

#9. American politics, like most things, is a story of what statisticians describe as the reversion to the mean.

David Ignatius

#10. I just can't afford to get bored, because if you've been blessed with a generous imagination, which a lot of actors have, to be engaged, to be stimulated, is to liberate your imagination.

John C. McGinley

#11. Smartass Disciple: Master, how could I know that you've told me the whole truth?
Master of Stupidity: Someday. [Never on earth. Otherwise I'd lose you and my job]

Toba Beta

#12. Mom stood over the still thrashing ghost with the bat and brought it down on its head again and again. "Leave him alone, leave my family alone!" she screamed. "We are not going to die in a stupid gas station in the middle of nowhere!

C.A. Marshall

#13. Everything we encounter can have a positive influence in shaping our life when we adopt a lens of Gratitude.

Rob Martin

#14. We spend our lives drowning in the sea of things we never wished to experience.

Robert A. Giacalone

#15. I didn't just fall off the wagon. I let the wagon fall on me.

Oprah Winfrey

#16. Nobody in the world can succeed alone.

Ernesto Sirolli