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  • [Machine Learning for Trading] {ud501} Lesson 15: 02-05 How hedge funds use the CAPM | Lesson 16: 02-06 Technical Analysis

    Risks for hedge funds

    Two stock scenario

     Two stock CAPM math

    how to remove the incluence of the market or beta???

     Allocations remove market risk

     

    How does it work? 

     

     CAPM for hedge funds summary

     







     two broad categories of approaches to use for choosing stocks to buy or sell => (1) Technical vs. (2) fundamental analysis 

    (1) Technical analysis => doesnt care about the value of a company => looking for patterns or trends in a tock's price

    (2) Fundamental analysis => looking at aspects of a company in order to estimate its value, looking for the situations where the price of a company is below its value

     Characteristics

     

     Potential indicators

     

    earning is a fundamental factor => P/E ratio is F

    intrinsic value => based on dividends => F 

    When is technical analysis valuable? 

     

    When is technical analysis valuable? (part 2) 

     consider where is the best region for human to operate and where is the best region for computers to operate

    => different types of hedge funds

    ms => computer

    day =>  mixture of human and computer

    year => human

    A few indicators: Momentum 

     

     A few indicators: Simple moving average

     A few indicators: Bollinger Bands

     

    Buy or sell? 

     

    for ②, it's unclear whether green curve will return or not, whereas for ③, situation is exactly opposite.

     Normalization

     Wrap up

     

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  • 原文地址:https://www.cnblogs.com/ecoflex/p/10977399.html
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