Serial Correlation Of One Rank by Norman J. Brown
ARTICLE SYNOPSIS ...Serial Correlation Of One Rank by Norman J. Brown
The one rank mutual fund switching technique is further enhanced using correlation.
In two earlier articles, I demonstrated that the "one rank" (OR) switching technique depends on a low-value (less than 63) switching rate (S/Y), which in turn implies a longer than random up/down day streak period (more than four days). Here, I will investigate the methodology
further, exploring enhanced streak periods using a well-known statistical method called correlation, implemented using Pearson's correlation coefficient, r (details are in the sidebar, "...