Discover and read the best of Twitter Threads about #correlation
Most recents (17)
1/9 Exciting work from Simona Nitti and colleagues... good news for #space #weather forecasting/predictions and correlated #disaster #preparedness, #bioterrorism, #pandemic preparedness, #power #outages, #cybersecurity, etc.
academic.oup.com/mnras/article-…
#heliobiology
academic.oup.com/mnras/article-…
#heliobiology
2/9 "#Coronal #holes (#CHs) are the source of #high-#speed #streams (#HSSs) in the #solar #wind, whose interaction with the slow solar wind creates #corotating #interaction #regions (#CIRs) in the #heliosphere."
3/9 "Whenever the CIRs hit the #Earth, they can cause #geomagnetic #storms. We develop a method to predict the strength of CIR/HSS-driven geomagnetic storms directly from #solar #observations using the CH areas and associated #magnetic #field #polarity."
My textbook with Kosuke Imai (@Harvard) is finally out!
Assuming no prior knowledge of statistics or coding and only minimal knowledge of math, DSS teaches the fundamentals of survey research, predictive models, and causal inference + how to analyze real-world data with R.
🧵..
Assuming no prior knowledge of statistics or coding and only minimal knowledge of math, DSS teaches the fundamentals of survey research, predictive models, and causal inference + how to analyze real-world data with R.
🧵..
1/n: DSS is meant for complete beginners, regardless of whether they are in high school, in graduate school, or out of school altogether. #rstats #surveys #prediction #causality
Want to see for yourself? The first chapter is free here: bit.ly/dss_preview
Book outline:
Want to see for yourself? The first chapter is free here: bit.ly/dss_preview
Book outline:
2/n: We wrote DSS so that anyone could learn the skills we teach by following along with the exercises in the book on their own computer, without the help of an instructor. (Everything needed is either in the book or on the book's website.) #rstats #surveys #prediction #causality
#reflexivity between #bubbles vs #antibubbles once again distorting markets
Artificially low #VIX forces quant strategies (trend, risk parity, vol target) to buy #SPX, squeezes weak shorts
#insurance tends to be cheapest when we need it the most
Anti-bubble framework 👇
Artificially low #VIX forces quant strategies (trend, risk parity, vol target) to buy #SPX, squeezes weak shorts
#insurance tends to be cheapest when we need it the most
Anti-bubble framework 👇
1) Embrace #volatiltiy. Don’t fight it.
2) avoid #leverage, your enemy responsible for financial and emotional distress.
3) Seek negative #correlation and avoid risk of false #diversification. Remember that a portfolio with many holdings is not necessarily diversified.
2) avoid #leverage, your enemy responsible for financial and emotional distress.
3) Seek negative #correlation and avoid risk of false #diversification. Remember that a portfolio with many holdings is not necessarily diversified.
4) Seek #Emotional indifference. If your trading makes you overly happy or sad, you are trading too big.
5) #Rebalance Portfolio = sell high, buy cheap. Now is time to trim risk, add insurance
6) #compound on capital preservation. Goalkeeper most important player in any team.
5) #Rebalance Portfolio = sell high, buy cheap. Now is time to trim risk, add insurance
6) #compound on capital preservation. Goalkeeper most important player in any team.
Can computational methods assess the #sentiment of complex texts? In an article with my fabulous colleagues from the @WZB_Berlin, @unipotsdam @LMU_Muenchen @JungeAkademie, we answer this question by applying #dictionary and #scaling methods on a sample of #literature reviews🧵
The article is also a practical #guide to help researchers select an appropriate #method and degree of preprocessing for their own data. Our #corpus consisted of 6.041 summaries of reviews of contemporary German #literature acquired from @perlentaucher00 (2/9)
The linguistic #complexity of #literature reviews differ from other texts with regard to their #language-- ambiguity, irony, metaphors, etc.-- are comparatively difficult to capture with #computational approaches. So how did our different methods fare? (3/9)
✔️ The difference between correlation and regression: towardsdatascience.com/the-difference…
#Correlation #Regression #Statistics #DataScience
#Correlation #Regression #Statistics #DataScience
1. Correlation: Correlation is a statistical measure that expresses the linear relation between two variables.
2. Regression: Regression analysis is a mathematical technique used to analyze some data, consisting of a dependent variable and one (or more) independent variables with the aim to find an eventual functional relationship between the dependent variable and the independent ones.
What is the investment case for #alternative asset investing in a nutshell?
Here are some of the key considerations in this thread 👇
1. For many decades, the conventional wisdom around #investing has comprised a roughly 60%/40% portfolio of equities and bonds
Here are some of the key considerations in this thread 👇
1. For many decades, the conventional wisdom around #investing has comprised a roughly 60%/40% portfolio of equities and bonds
2. However, the world currently finds itself in a tough position - #equity valuations have run incredibly hard for a long time, but at the same time #investors will have a hard time recycling from equity into debt due to historically low interest rates
3. So what do you do if you’re worried that your historic way of thinking isn’t going to hold up in the new world? THIS is where alternatives play a role for a portion (not all) of your #portfolio
It has always been a bit of a puzzle to me why everything in #bitcoin is so extreme. Perhaps it is partly because it’s characteristics as an asset class are pretty extreme. Yet, that does not mean it cannot add value to a well-diversified portfolio. 1/7
In fact, that is exactly what #bitcoin has done since it was created, but also during more recent periods. By allocating a modest portion of your #portfolio to bitcoin, you would have increased portfolio return, without adding #volatility. 2/7
2021 has been a great year for our #BASON predictions @OraclumIS
Why?
Because in 2021, over a period of 22 weeks, we have made stunningly accurate predictions of the #markets, and made a whopping 107% return from these predictions!
A quick thread 🧵on how we did this 👇
Why?
Because in 2021, over a period of 22 weeks, we have made stunningly accurate predictions of the #markets, and made a whopping 107% return from these predictions!
A quick thread 🧵on how we did this 👇
1/ First, how does #BASON work?
We ask people where they & their friends think the markets will end up at the end of each week, while applying network analysis to control for their groupthink bias.
Here’s a video explaining it:
We ask people where they & their friends think the markets will end up at the end of each week, while applying network analysis to control for their groupthink bias.
Here’s a video explaining it:
2/ We’ve been running the whole thing as a survey competition where we asked stock market enthusiasts to give their predictions on the weekly movements of Dow, S&P500, BTC, WTI oil price, and the 10Y yield + 4 stocks: $AAPL , $TSLA , $GME , $AMC
S&P500, $SPY short-term (10-day) Sector Correlations are ultra low closing at .06. In 2021 this condition has preceded sell-offs.
Minor-sell offs that is. Black candles highlight days when the short-term #correlation was between 0 and .1.
There have been two persistent periods of low-correlation amongst S&P500 sectors those were 2000/2001 and 2017 -- in 2000/2001 it was unfavorable for the index and in 2017 favorable...
Across all data, the mean return has been negative for mean returns of -1.65%.
Across all data, the mean return has been negative for mean returns of -1.65%.
Daily Bookmarks to GAVNet 08/12/2021 greeneracresvaluenetwork.wordpress.com/2021/08/12/dai…
Will China get embroiled in the graveyard of empires?
orfonline.org/expert-speak/w…
#china #afghanistan #EmpireBuilding #history #consequences
orfonline.org/expert-speak/w…
#china #afghanistan #EmpireBuilding #history #consequences
Covid incompetence
johnhcochrane.blogspot.com/2021/08/covid-…
#COVID19 #PandemicResponse #governance #consequences
johnhcochrane.blogspot.com/2021/08/covid-…
#COVID19 #PandemicResponse #governance #consequences
Inflation data for July moderated somewhat, at least relative to the heady pace of recent months, which should temper #market and policymaker concerns a bit, despite the fact that #inflation will stay sticky-higher for a while and the #risk remains to the high-side.
Core #CPI (excluding volatile food and #energy components) came in at 0.3% month-over-month and 4.3% year-over-year, a bit less than the consensus forecast, and headline CPI data printed at a solid 0.5% month-over-month and came in at 5.4% year-over-year.
While we think that it’s hard to see a case for the recent levels of elevated #inflation turning into “1970s style” runaway price increases, higher #wages and elevated growth for an extended period will allow companies to achieve higher levels of #PricingPower for a time.
Daily Bookmarks to GAVNet 03/20/2021 greeneracresvaluenetwork.wordpress.com/2021/03/20/dai…
On the correlation between solar activity and large earthquakes worldwide
nature.com/articles/s4159…
#SolarActivity #earthquakes #correlation
nature.com/articles/s4159…
#SolarActivity #earthquakes #correlation
Larry Sanders on Twitter
UK government borrowing hits February record as virus impact continues
bbc.com/news/business-…
#debt #currency #PublicWelfare #GovernmentSpending #ModernMonetaryTheory
UK government borrowing hits February record as virus impact continues
bbc.com/news/business-…
#debt #currency #PublicWelfare #GovernmentSpending #ModernMonetaryTheory
@timmins316 #Occupy: March 23 2020:
Was #COVID19 released by the US Army team during the Wuhan Military World Games in 17-27 October 2019, which team is said to have eaten at the fish market in Wuhan & stayed in a hotel close to that market ?
rabblerouser.blog/2020/03/23/pat… via @NeoJohnBrown
Was #COVID19 released by the US Army team during the Wuhan Military World Games in 17-27 October 2019, which team is said to have eaten at the fish market in Wuhan & stayed in a hotel close to that market ?
rabblerouser.blog/2020/03/23/pat… via @NeoJohnBrown
@timmins316 @NeoJohnBrown #Occupy: Jan. 23 2020 #China started a large #Lockdown around #Wuhan, after 18 affirmed #COVID19-deaths and several hundreds of infected patients.
Later, searching for "#Patient #Zero", they found the earliest infection in November 17 2019, in Wuhan.
👉straitstimes.com/asia/east-asia…
Later, searching for "#Patient #Zero", they found the earliest infection in November 17 2019, in Wuhan.
👉straitstimes.com/asia/east-asia…
Recently, Dr. Shiller suggested that #valuations really aren't that high once you fall in the #Fed trap of using #earnings #yields and #low #rates to justify it. The problem is it is a #rationalization to justify overpaying for #assets.
realinvestmentadvice.com/shiller-ecy-ju…
realinvestmentadvice.com/shiller-ecy-ju…
The main problem in using low-interest rates as a rationalization to overpay for assets is that you have to also discount #future #cashflows for lower inflation and rates as well.
realinvestmentadvice.com/shiller-ecy-ju…
realinvestmentadvice.com/shiller-ecy-ju…
"As low-interest rates went lower, the dynamic changed from using debt productively to using debt for non-productive purposes such as dividend issuance, share buybacks, and, in some cases, offsetting negative cash flows."
realinvestmentadvice.com/shiller-ecy-ju…
realinvestmentadvice.com/shiller-ecy-ju…
Cette étude de cohorte est parfois interprétée de façon erronée.
[Flores-Guerrero & al., Association of Plasma Concentration of Vitamin #B12 With All-Cause Mortality in the General Population in the Netherlands, JAMA Netw Open. 2020.
jamanetwork.com/journals/jaman…]
THREAD 🔽🔽🔽
[Flores-Guerrero & al., Association of Plasma Concentration of Vitamin #B12 With All-Cause Mortality in the General Population in the Netherlands, JAMA Netw Open. 2020.
jamanetwork.com/journals/jaman…]
THREAD 🔽🔽🔽
Les conclusions personnelles tirées de cette étude sont, parfois, à la fois fausses et dangereuses, en particulier quand elles sont diffusées aux personnes végé / véganes (qui ont besoin d'un complément de Vit. B12, + d'infos ci-dessous).
questionsanimalistes.com/comment-prendr…
questionsanimalistes.com/comment-prendr…
Je parle ici plus particulièrement, de ce type de conclusion : "Finalement l'excès de Vit. B12 est dangereux et augmente la mortalité, alors qu'on croyait l'inverse !" 😮
Énoncé qui ne correspond ni aux conclusions de cette étude, ni au reste de la littérature scientifique.
Énoncé qui ne correspond ni aux conclusions de cette étude, ni au reste de la littérature scientifique.
And just as monetary policy in the U.S. considers the weakest links in the global economic chain, we expect the #ECB to stay on a path of easy policy as they set out to accommodate the weakest links in the #Eurozone.
Financial #markets continue to show signs of stress, suggesting the Fed is right to consider a #Fedpause, as we saw last week.
Since risk free rates are now nearer the neutral rate after a year of adjustment, duration has again become an effective #hedge for risky assets. While today’s moves were outsized, they come on the back of a flip in the YTD #correlation between risk free and risky yields in Nov.
2018 has been marked by the lowest stock-bond #correlation since 2013. We think that may change in 2019, as a data-dependent #Fed and now appropriately priced real rates cause correlations (and portfolio returns) to look more like 2014 than 2018.
