Category: Strategies

Posted onNovember 8, 2019November 27, 2020Strategies

How to Bet: Correlation, Mean Regression, Expected Returns, and Position Sizing

by Yuval TaylorLeave a comment on How to Bet: Correlation, Mean Regression, Expected Returns, and Position Sizing

Understanding the rules of probability—how to bet—can be a valuable asset for investors. Every day I come across investors who think that regression to the…

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