«(Не)послушные рынки. Фрактальная революция в финансах» (ч.1)

Нассим Талеб говорил: «Люди думали, что Мандельброт писал о хаосе. На самом деле он один пытался навести в нём порядок». «Он был единственным, кто по-настоящему понял природу риска». «Если хочешь понять неопределённость — начни с Мандельброта.» Книга Мандельброта: «(Не)послушные рынки. Фрактальная революция в финансах».

https://habr.com/ru/articles/982858/

#мандельброт #башелье #фракталы #талеб #марковиц #var #гаусс #коши #случайное_блуждание #capm

Нобелевская премия за уравнение, изменившее финансовый мир

Как была создана одна из наиболее важных моделей, повлиявших на современный финансовый мир (CAPM)... Только что назначенный доцент кафедры финансов в Университете Вашингтона Уильям Шарп посвятил свои первые годы работе, посвященной модели ценообразования капитальных активов (Capital asset pricing model).

https://habr.com/ru/articles/948984/

#CAPM #нобелевская_премия #уравнение #шарп #оценка_стоимости_проекта #случайное_блуждание #нормальное_распределение #история #история_успеха

#30DayChartChallenge Día 27: ¡Ruido! 📉 Analizando los residuos (el "ruido" inexplicable) del modelo CAPM para Telefónica (TEF.MC) vs IBEX 35. #UncertaintiesWeek #Finance

Este gráfico muestra la serie temporal del error diario del modelo (~18 años). ¿Es solo ruido blanco o algo más? 🤔 Para comprobarlo, ¡test de Dickey-Fuller Aumentado (ADF)!

Resultado ADF: p=0.01. ¡Rechazamos la raíz unitaria! 🎉 Esto sugiere que los residuos son estacionarios, fluctúan alrededor de cero como un "ruido" bien comportado (aunque su volatilidad cambia). ¡Buena señal para el modelo! (R²≈0.66).

Visualizando el componente idiosincrático y su (falta de) tendencia.

🛠 #rstats #ggplot2 #quantmod #tseries | Data: Yahoo/Investing | Theme: #theme_week5_uncertainty
📂 Código/Viz: https://t.ly/nr0nm

#Day27 #Noise #dataviz #DataVisualization #CAPM #Residuals #Stationarity #ADFtest #Econometrics #RiskManagement #TEF #IBEX35 #Bolsa #RStats #ggplot2 #TimeseriesWeek

مدل قیمت گذاری دارایی های سرمایه ای (CAPM)رابطه بین ریسک و بازده را با استفاده از نرخ بدون ریسک، بتا و صرف ریسک بازار محاسبه میکند. این مدل به ارزیابی ریسک سیستماتیک و پیشبینی بازده مورد انتظار کمک میکند.

لینک خبر:https://zurl.co/eHo1E

#CAPM #مدل_مالی #تحلیل_مالی

مدل CAPM رابطه ای بین ریسک و بازده سرمایه گذاری هاست. این مدل بازده مورد انتظار را با توجه به نرخ بدون ریسک، بتای سرمایه گذاری و صرف ریسک بازار محاسبه میکند. 🔑

لینک خبر:https://zurl.co/LDMNS

#سرمایه_گذاری #CAPM #ریسک #بازده #اقتصاد #مدل_مالی

🚀 Big updates at Crucial Exams! Last month, we launched CompTIA Project+, PMI CAPM, and Multistate Bar Exam test prep! 📚 Plus, we added 1,000+ new questions to our test bank to help you pass with confidence. Start studying today! 🔥 #TestPrep #CrucialExams #CompTIA #CAPM #PMP #BarExam #MultiStateBar

#PMP vs. #CAPM? Both offer credibility, PMP suits seasoned pros seeking leadership roles and higher pay, but requires more experience. CAPM is entry-level, great for newcomers to project management, and less time-intensive. Which fits your career path? https://buff.ly/41venRV

Looking to get #ProjectManagement certified? Two of the most common options are the CAPM and the PMP - but one has much stricter requirements on eligibility. Learn which one is right for you in our latest article: https://buff.ly/41venRV

#PMP #CAPM #PMI #ProjectManagementCertified

📢 Exciting news! The Tidy Finance Webinar Series "Evaluate Performance using the Capital Asset Pricing Model" is now available to watch on the R Consortium's YouTube channel! 🎥💼

Check it out: https://www.youtube.com/watch?v=9DdCSpuhkt4

#RStats #Finance #TidyFinance #CAPM #RConsortium

🚨 Today's the day! Don't miss our Tidy Finance webinar on the Capital Asset Pricing Model (CAPM) by @christophscheuc at 12:00 pm ET. Join us to learn how to calculate Alpha & Beta in R and enhance your finance skills. There's still time to register: https://zoom.us/webinar/register/WN_5vg15jweT3u-46MGkgk6lw

#TidyFinance #CAPM #RStats #Finance

⏰ The countdown is on! Our Tidy Finance webinar on the Capital Asset Pricing Model (CAPM) by @christophscheuch is just two days away! Ready to master Alpha & Beta with R? Join us on October 9th at 12:00 pm ET.

Last chance to register: https://zoom.us/webinar/register/WN_5vg15jweT3u-46MGkgk6lw

#TidyFinance #CAPM #RStats

🗓️ Just one week to go until our Tidy Finance webinar on the Capital Asset Pricing Model (CAPM) by @christophscheuch! Don't miss this opportunity to dive deep into Alpha & Beta, with hands-on R examples. Join us on October 9th at 12:00 pm ET!

Register now: https://zoom.us/webinar/register/WN_5vg15jweT3u-46MGkgk6lw

#TidyFinance #CAPM #RStats

🌟 Unlock the secrets of the Capital Asset Pricing Model by @christophscheuch ! Join us on October 9th at 12:00 pm ET to learn the ins and outs of Alpha & Beta, with hands-on R examples.

Register here: https://zoom.us/webinar/register/WN_5vg15jweT3u-46MGkgk6lw

#TidyFinance #CAPM #Finance

🚀 Want to master the Capital Asset Pricing Model (CAPM)? Join @christophscheuch and the Tidy Finance team on October 9th at 12:00 pm ET! Learn how to calculate Alpha & Beta in R and take your finance skills to the next level!

📈 Register now: https://zoom.us/webinar/register/WN_5vg15jweT3u-46MGkgk6lw

#TidyFinance #CAPM #RStats

I am having a challenge. #Work I have to relocate countries. I am currently in the US and have to return to South Africa (personal reasons). I have dual citizenship. The challenge is work. I had no idea how challenging it is to work for an American company overseas (even as a citizen). To prepare I have taken multiple courses in Project Management and am currently working toward #CAPM certification. My official background is financial and insurance services. Any advise? #DigitalNomads

Studying for my #CAPM and have to admit that I’m feeling a little stupid. Maybe it’s the technical language. Bumps head on desk.

Excellent!👌🏽

Aswath Damodaran on Value Investing:

Part 1 (http://aswathdamodaran.blogspot.com/2020/10/value-investing-i-back-story.html).

Part 2 (http://aswathdamodaran.blogspot.com/2020/10/value-investing-ii-tough-times-for.html).

Part 3 (http://aswathdamodaran.blogspot.com/2020/10/value-investing-iii-requiem-rebirth-or.html).

#ValueInvesting #Investing #Finance #WarrenBuffet #BenjaminGraham #Economics #CAPM #Valuation #DiscountedCashValue