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Regression to the mean is an important, yet commonly misunderstood, statistical law. Understanding regression to the mean is an essential mental model for successful investing.
Correlation vs Regression: Both correlation and regression are two powerful tools of statistics and data analysis used to understand the relationships between variables. However, they serve ...
He published a book, the famous Hereditary Genius (Galton, 1869) to explain this curious phenomenon to himself, and in the process discovered the law of statistical correlation and regression.
Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...
As Daniel Kahneman notes in his 2011 book Thinking, Fast and Slow: “It took Francis Galton several years to figure out that correlation and regression are not two concepts – they are different ...
Correlation and linear regression are closely linked—they both quantify trends.
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