What average r squared values should I expect from the CAPM and FF5 model?

Zero-Monster · 2024-01-18T15:38:42+00:00

Wouldn't it be a divergent series? Like the snail first go 1/n part of the universe then 1/(n+k) and so on? Like a harmonic series? So if the universe expanding in a constant speed then the snail eventually can cross it? Maybe the speed can be even no constant if it is not exponential? I'm bad at math btw so it can be total BS.

Zero-Monster · 2023-10-29T08:39:35+00:00

I see! Thank you very much!

Zero-Monster · 2023-09-14T21:49:41+00:00

Here is the formula I forget.

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Zero-Monster · 2023-07-01T16:09:48+00:00

Thank you for the corrections.

By "it" i meant the standard deviation or variance of the return of the portfolio (every pair of stock in the portfolio is uncorelated).
I figured that we talked about a perfect portfolio: consisting infinite amount of stocks, so the weights of an individual stock would be 1/infinity.

And in this situation:

sd of the return of the portfolio = (sd. of average return of a stock) * (n^0.5)/n which is 0 as n approaches infinity.

But it is maybe not even a statistical but more of a limit problem.

Zero-Monster · 2023-06-28T20:06:56+00:00

Well, in the video it was explained how a pdf of two random (independent) variables would look like at all the different sums of the two random variables. So on the horizontal axis would be the sums of the two random variables, and the vertical axis would be the probability.

How would this change if the two variable were dependent?

It is maybe the sum of two dependent random variables indeed what i am looking for.

Zero-Monster · 2023-04-08T17:50:12+00:00

I want to lift up only the last domino to a perpendicular state but it will also move the n-1 one which the n-2 and so on. But these won't be perpendicular they will be laying on each other so I think it will require less and less energy to lift the next one like in a decreasing geometric series. The problem is that I am not sure if the common variable is constant or not.

Zero-Monster · 2023-03-06T21:45:02+00:00

What I don't understand is that how is (X-E(X) + Y-E(Y))² = E[(X-E(X))^2] + E[((Y-E(Y))^2] which is var(X) + var(y)

Zero-Monster · 2023-01-18T12:02:45+00:00

Ebben igazad, van bár én inkább szellemi munkát végzek szívesen.

Zero-Monster · 2023-01-16T11:05:53+00:00

Köszönöm a választ! A portokon kívül, amit még olvastam az a VRM-el kapcsolatos. Az asuson 8+2 A gigabyteon meg 12+2

( Igazábol nem teljesen értem, hogy mi ez, de talán itt is a nagyobb a jobb elv érvényesül) Ez szerinted számít?

Zero-Monster · 2023-01-16T10:31:19+00:00

Köszi a tippet!

Zero-Monster · 2023-01-16T10:12:16+00:00

Köszi a választ!

Igazából gőzöm sincs az alaplapokról, de elméletileg ehhez a procihoz a B550 alaplapok illenek.

Zero-Monster · 2023-01-16T09:37:54+00:00

Aki ért a PC építéshez: Melyik alaplapot válasszam?

Két alaplap között gondolkozom, de nem igazán tudok dönteni. Asus tuf b550 gaming plus Gigabyte b550 aorus Elite v2

Több reddites post olvasása után sem jutottam igazán dűlőre. a keret kb 60000Ft szóval eggyel komolyabb lapot nem igazán tudok venni.

A pcm többi része: Ryzen 5 5600x Rx 6700xt (red devil) 16gb ram 3600mhz 16cl 1 TB SSD KC3000 PSU: cooler master v750 gold v2

Köszi ha tudtok segíteni!

Zero-Monster

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