R-Portfolio - a diversification method - page 3
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С-4, Вы получили ответ на свой вопрос? Я лично думаю, чтот НЕТ...
Мне тоже безумно интересно, Reshetov, каким образом собрав воедино (грубо) случайные величины, Вы умудрились достичь вычисляемой прибыльности портфеля?
Только прошу Вас, если станете отвечать - по-русски, пожалуйста, а не на неветеранском...
A whole website in Russian http://r-portfolio.ru + open source.
If that's not enough, there's more information at http://fmi.asf.ru/Library/Book/OperReserch/Ti2.html. Also all in Russian
You don't need to know how the TV works to use it, though.
Целый сайт на русском языке http://r-portfolio.ru + открытые исходники.
Если этого не хватает, то есть еще дополнительная информация на http://fmi.asf.ru/Library/Book/OperReserch/Ti2.html. Тоже все на русском языке
Хотя, для того, чтобы пользоваться телевизором, вовсе не обязательно знать его устройство.
Thanks, I will, but I prefer to know the car's construction and specifications in order to use it safely.Unlike a television, a car (the market) can kick you up the arse in a big way.
спасибо, почитаю, однако для того чтобы безопасно пользоваться автомобилем я предпочитаю знать его устройство и тех. характеристики.в отличие от телевизора, автомобиль (рынок) может "дать под зад" да так, что мало не покажется.
No one forbids delving into the essence and increasing education. The method of forming portfolios is described in Russian, the sources are open, and there is more than enough additional information in Russian.
In this case, no one is offering to take a pig in a poke.
Has Reshetov been discharged?
quote:
1. "Reshetov's portfolios refer to a distinct set of portfolios consisting of securities and are synthetic financial instruments that benefit from a strictly upward stepped trend without dips (drawdowns) compared to other financial instruments. "
- ahem, genius, all that remains is to find such instruments :) although sick people always have some visions.
2. "Random Bernoulli wandering of this very portfolio only applies to yield maxima, as they are unpredictable and not constrained by anything. " - Reshetov, did you understand what you just said ?
3. "The potential risk for any of Reshetov's portfolios, is always negative, even when there are no risk-free securities in those very portfolios." - And risk is always negative, otherwise it doesn't exist. And anyway, how do you calculate it, the risk?
4. "There is no concept of potential risk for Reshetov's portfolio as this very risk is always negative, i.e. for any period of time the portfolio can only give potential profit." - Reshetov, it is only in your sick fantasy that there can only be profit.
Reshetov's portfolio :))))) oh, sick people ....
И вообще, как ты его считаешь, риск-то ?
For the particularly gifted reference: Risk
Quote:
"Risk in finance has no definition, but some theorists, notably Ron Dembo, have defined very general methods to estimate risk as the 'level of regret' expected after a transaction is completed."
For the particularly gifted reference: Risk
Quote:
"Risk in finance has no definition, but some theorists, notably Ron Dembo, have defined very general methods to estimate risk as the 'level of regret' expected after a transaction is completed."
Reshetov - you're an idiot. Ready to prove it in court.
Moderators, this is not an insult, it is a medical term.
Same wiki https://ru.wikipedia.org/wiki/VaR
Reshetov, you're an idiot. Ready to prove it in court.
Moderators, this is not an insult, it is a medical term.
Same wiki https://ru.wikipedia.org/wiki/VaR
+100. I used to think Reshetov was over 2 years old, but no. It's been dropping for a year.all
and now it's growing.everything,
Take off your slippers, you'll see better.How about comparing the graphs of the indices and the graph of the resulting portfolio? Weak? ))
How about comparing the graphs of the indices and the graph of the resulting portfolio? Weak?
You don't have to compare anything. Any portfolio theories are for suckers who have to carry money into management. Portfolio theories are based on the assumption (among many other idiotic assumptions) that the correlation between assets is -1 to 1 and you need to pick ones where the correlation is greater than 1 and at least one asset is growing. And this works during periods of market growth. Then everything falls down and no portfolios will save it by definition, because there are no growing assets - all fall down. But the portfolio theorists keep at it and again look for suckers who, in their opinion, have forgotten the past six months.
Ничего не надо сравнивать. Любые портфельные теории - это для лохов, которые должны нести деньги в управление. В основе потрфельных теорий лежит предположение (кроме большого числа других идиотских предположений), что корреляция между активами от -1 до 1 и нужно подобрать такие, в которых корреляция больше 1 и хотя бы один актив растущий. И это работает в периоды роста рынка. Потом все падает и никакие портфели не спасают по определению, т.к. нет растущих активов - все падают. Но теоретики портфелейй не унимаются и опять ищут лохов, которые, по их мнению, забыли прошлое полугодовой давности.there is such a thing, diversification does not save during world crises, but this theory is not for suckers after all. at least it is much harder to prove its harm than its usefulness.