BusinessAugust 27, 2026
stationarity
stay-shuh-NAIR-ih-tee
Definition
The statistical property of a time series having a constant mean, variance, and autocorrelation over time.
Etymology
Derived from the Latin 'stationarius,' meaning 'standing still' or 'stationary,' combined with the suffix '-ity' to denote a state or quality.
In the news
The article notes that traditional models assume stationarity, which fails to account for the reality that modern financial markets are non-linear and constantly changing.
Deep Learning & Alpha Generation in Quant Finance 2026
Read the full article ↗Rebellion Research