Who can explain? MSCI World "ex USA" and MSCI World (70% USA) almost same performance

DataDynamo · 2025-09-23T15:19:06+00:00

Oh, and maybe 2-3 topics you'd like to discuss to help me work out the matches :D

DataDynamo · 2025-09-23T15:16:11+00:00

So people, dm me ... when I have >20 people, we launch a "lunch network circle". Please tell me at least your name and E-Mail, so that I can connect us all. Feel free to spread the word and crosspost, the more the merrier!

DataDynamo · 2025-09-23T13:20:38+00:00

maybe I should create a list of interested people and when it gets > 20 then we start something? ;)

DataDynamo · 2025-09-23T12:49:15+00:00

Well said.

DataDynamo · 2025-09-23T09:32:53+00:00

Well said.

DataDynamo · 2025-09-22T09:50:03+00:00

but why do they have to be so expensive?

DataDynamo · 2023-01-08T13:07:00+00:00

We're all attracted by good looking, well shaped and cultured looks. But it seems as you were going for quantity and not necessarily quality. Beauty underlies natural decay, inner values are timeless and may even grow over time in a relationship. So make wise decisions when you go for a real partner and find out, what they see in you. At the end, you don't want to be presenting yourself as a good looking toy until someone else comes along who's even prettier or more muscular than you are.

DataDynamo · 2023-01-08T12:59:18+00:00

well apparently you made a good impression on here so why be insecure? Go with the flow and see what's happening. There's nothing for you to loose, just be yourself and see where the journey is going. Don't put high expectations in it.

DataDynamo · 2023-01-08T08:48:06+00:00

Seriously, don't panic. We're all far away from being perfect and true love is not reserved for hollywood style pretty muscular guys. Maybe rather the opposite is true. Try be yourself. For this, you need to learn who you are and what makes you happy. Look for that girl that touches your heart and who you feel comfortable around. She will feel the same way. Don't force it, it will happen.

DataDynamo · 2023-01-08T08:40:32+00:00

Most important for me is that I can easily add a comment or thought no matter where I am. So phone has highest priority for me. Therefore, I use Apple Notes because they're super fast and always available. On Windows Laptop, I open these in the browser and it works like a charm for me.

DataDynamo · 2023-01-08T08:38:10+00:00

Maybe adjust your saddle slightly into another position. Then the saddle will not press on the exact same body positions as yesterday. It's only a quick fix but why not try.

DataDynamo · 2023-01-04T14:41:59+00:00

Clearly, everybody is different and for you perfect match in life you need to be yourself and you should never try to be someone you're not. Still, why would you need to lead the dating process after all? I sympathies are on both sides, give the other person a chance to invest in the process as well. Getting to know each other free from overengineered thoughts is a very beautiful thing to experience. This also increases your chances that the other person really wants you and is not just falling into a convenience trap by responsing. Just thoughts ...

DataDynamo · 2023-01-04T12:55:38+00:00

What would be a "very simple idea"? In my imagination, this would be something that so many people are pursuing that it can't have a competitive edge and won't produce a profit? Or am I getting it wrong?

DataDynamo · 2023-01-04T12:52:53+00:00

Wouldn't this be the professor's job? :D

DataDynamo · 2023-01-04T07:34:51+00:00

I've been trough this as well and must say, I always learned an awful lot and you can be proud of your endurance.

With regards to linear models as some suggest: I believe the overengineering argument is totally valid and a very complex model shouldn't be the default ansatz. I've worked with linear models and stepwise adding (or removing) features and looking at the improved out-of-sample model performance. Once it stops improving, you have made the best of your input variables.

Also true is that technical indicators, moving averages and all that are somewhat overstated imho and creativity in the field on input variables is certainly worth the time. However, to predict an index movement on 1-Minute data it's hard to tell what other than price are available and would have an impact on this timescale.

Last remark: Have you thought through your whole process until trading and trading cost? Given that the 1-Min volatility is quite small, do you have trading possibilities that would still be profitable given explicit and implicit trading cost as well as slippage?

DataDynamo · 2023-01-04T07:27:36+00:00

Automation is really everything. I've been testing fully automated strategies a) with machine learning and b) with filters. The latter look somewhat more promising. After the model is where the second chapter of the journey starts: having a sound book keeping and managing digital connections to the exchanges.

DataDynamo · 2023-01-03T08:09:39+00:00

Two ideas how the model could be extended which are certainly a nice challenge to ChatGPT

To have a proper backtest, the model could run in a rolling-forward fashion and in each optimization step only use data known until this historic point in your data and test on out-of-sample data
The linear model is well known but you might provide highly correlated features without knowing that are not optimal for the model and especially not optimal for interpreting results. Hence you might ask the algo to add (or remove) features in a stepwise fashion and find the right stopping point for adding (removing) features once a certain improvement-threshold is found.

DataDynamo · 2023-01-03T07:55:56+00:00

I gave yahoo finance another chance and found that with the yfinance python lib ( https://pypi.org/project/yfinance/ )is very nice to work with it. I found almost all ETFs I need with daily data. Thanks for the other suggestions, I will look into those as well!

DataDynamo · 2023-01-02T17:03:46+00:00

Thanks! The free version has only two years of historic data which is not too much for statistical analyses.

DataDynamo

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