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Ну Π²ΠΎΡ‚ ΠΈ Π²Ρ‹ΡˆΠ΅Π» Ρ€Π΅Π·ΡƒΠ»ΡŒΡ‚Π°Ρ‚ ΠΌΠΎΠ΅Π³ΠΎ спонтанного, Π½Π΅Ρ€Π²Π½ΠΎΠ³ΠΎ, Π½ΠΎ ΠΎΡ‡Π΅Π½ΡŒ интСрСсного ΠΏΡ€ΠΈΠΊΠ»ΡŽΡ‡Π΅Π½ΠΈΡ! Π­Ρ‚ΠΎ Π±Ρ‹Π»ΠΎ ΠΊΠ°ΠΊ Π²ΠΎ снС, Π·Π° Π΄Π²Π° дня Π΄ΠΎ кастинга Π² ВитСбскС, ΠΏΠ΅Ρ€Π΅ΠΊΠΈΠ½ΡƒΠ»ΠΈΡΡŒ взглядами с Π΄Ρ€ΡƒΠ³ΠΎΠΌ, ΠΏΡ€ΠΎΡ‡ΠΈΡ‚Π°Π»ΠΈ мысли - Β«ΠΌΠΎΠΆΠ΅Ρ‚ ΠΏΠΎΠΏΡ€ΠΎΠ±ΠΎΠ²Π°Ρ‚ΡŒ?Β», ΡƒΠ²ΠΈΠ΄Π΅Π»ΠΈ ΠΎΠ΄ΠΎΠ±Ρ€Π΅Π½ΠΈΠ΅ Π²ΠΎ взглядах ΠΈ Π½Π΅Π·Π°ΠΌΠ΅Π΄Π»ΠΈΡ‚Π΅Π»ΡŒΠ½ΠΎ ΠΊΡƒΠΏΠΈΠ»ΠΈ Π±ΠΈΠ»Π΅Ρ‚Ρ‹ Π½Π° ΠΏΠΎΠ΅Π·Π΄! И Π²ΠΎΡ‚ я ΡƒΠΆΠ΅ ΠΏΠ΅Ρ€Π΅Π΄ Π²Π°ΠΌΠΈ, пою Ρ‚Π°ΠΊΡƒΡŽ Ρ‚Ρ€ΠΎΠ³Π°Ρ‚Π΅Π»ΡŒΠ½ΡƒΡŽ пСснюβ™₯️ Π― Π² ΠΎΡ‚Π΄Π΅Π»ΡŒΠ½ΠΎΠΌ Π²ΠΈΠ΄Π΅ΠΎ расскаТу Π²Π°ΠΌ ΠΏΠΎΠ΄Ρ€ΠΎΠ±Π½ΠΎ ΠΈΡΡ‚ΠΎΡ€ΠΈΡŽ ΠΎ Ρ‚ΠΎΠΌ, ΠΏΠΎΡ‡Π΅ΠΌΡƒ эта пСсня, ΠΏΡ€ΠΎ ΠΈΠ½Ρ‚Π΅Ρ€Π²ΡŒΡŽ ΠΈ нашС состояниС Π² Ρ‚Π΅ Π΄Π½ΠΈ! А ΠΏΠΎΠΊΠ°, ΠΏΠΎΡΠ»ΡƒΡˆΠ°ΠΉΡ‚Π΅, Π½Π°ΠΏΠΈΡˆΠΈΡ‚Π΅, ΠΊΠ°ΠΊ Π²Π°ΠΌ?πŸ₯Ή
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Ну Π²ΠΎΡ‚ ΠΈ Π²Ρ‹ΡˆΠ΅Π» Ρ€Π΅Π·ΡƒΠ»ΡŒΡ‚Π°Ρ‚ ΠΌΠΎΠ΅Π³ΠΎ спонтанного, Π½Π΅Ρ€Π²Π½ΠΎΠ³ΠΎ, Π½ΠΎ ΠΎΡ‡Π΅Π½ΡŒ интСрСсного ΠΏΡ€ΠΈΠΊΠ»ΡŽΡ‡Π΅Π½ΠΈΡ! Π­Ρ‚ΠΎ Π±Ρ‹Π»ΠΎ ΠΊΠ°ΠΊ Π²ΠΎ снС, Π·Π° Π΄Π²Π° дня Π΄ΠΎ кастинга Π² ВитСбскС, ΠΏΠ΅Ρ€Π΅ΠΊΠΈΠ½ΡƒΠ»ΠΈΡΡŒ взглядами с Π΄Ρ€ΡƒΠ³ΠΎΠΌ, ΠΏΡ€ΠΎΡ‡ΠΈΡ‚Π°Π»ΠΈ мысли - «ΠΌΠΎΠΆΠ΅Ρ‚ ΠΏΠΎΠΏΡ€ΠΎΠ±ΠΎΠ²Π°Ρ‚ΡŒ?», ΡƒΠ²ΠΈΠ΄Π΅Π»ΠΈ ΠΎΠ΄ΠΎΠ±Ρ€Π΅Π½ΠΈΠ΅ Π²ΠΎ взглядах ΠΈ Π½Π΅Π·Π°ΠΌΠ΅Π΄Π»ΠΈΡ‚Π΅Π»ΡŒΠ½ΠΎ ΠΊΡƒΠΏΠΈΠ»ΠΈ Π±ΠΈΠ»Π΅Ρ‚Ρ‹ Π½Π° ΠΏΠΎΠ΅Π·Π΄! И Π²ΠΎΡ‚ я ΡƒΠΆΠ΅ ΠΏΠ΅Ρ€Π΅Π΄ Π²Π°ΠΌΠΈ, пою Ρ‚Π°ΠΊΡƒΡŽ Ρ‚Ρ€ΠΎΠ³Π°Ρ‚Π΅Π»ΡŒΠ½ΡƒΡŽ пСснюβ™₯️ Π― Π² ΠΎΡ‚Π΄Π΅Π»ΡŒΠ½ΠΎΠΌ Π²ΠΈΠ΄Π΅ΠΎ расскаТу Π²Π°ΠΌ ΠΏΠΎΠ΄Ρ€ΠΎΠ±Π½ΠΎ ΠΈΡΡ‚ΠΎΡ€ΠΈΡŽ ΠΎ Ρ‚ΠΎΠΌ, ΠΏΠΎΡ‡Π΅ΠΌΡƒ эта пСсня, ΠΏΡ€ΠΎ ΠΈΠ½Ρ‚Π΅Ρ€Π²ΡŒΡŽ ΠΈ нашС состояниС Π² Ρ‚Π΅ Π΄Π½ΠΈ! А ΠΏΠΎΠΊΠ°, ΠΏΠΎΡΠ»ΡƒΡˆΠ°ΠΉΡ‚Π΅, Π½Π°ΠΏΠΈΡˆΠΈΡ‚Π΅, ΠΊΠ°ΠΊ Π²Π°ΠΌ?πŸ₯Ή
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➑️ Part 26 of Quantitative Finance From Scratch: the size factor. A company's size on the stock market is its market value, the share price times the number of shares. The classic size portfolio buys the smallest stocks, sells the largest and rebalances once a year. In our simulation (500 simulated stocks, 50 years, assumed numbers) the size portfolio earns 3.0 % a year with a t statistic of 2.21 while the built-in premium is switched on. From an assumed publication year on, the premium is switc
1:38
➑️ Part 26 of Quantitative Finance From Scratch: the size factor. A company's size on the stock market is its market value, the share price times the number of shares. The classic size portfolio buys the smallest stocks, sells the largest and rebalances once a year. In our simulation (500 simulated stocks, 50 years, assumed numbers) the size portfolio earns 3.0 % a year with a t statistic of 2.21 while the built-in premium is switched on. From an assumed publication year on, the premium is switc
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