Correlation, allocation in a portfolio. Calculation methods - page 11

 
Valeriy Yastremskiy:

Cool, not in any way challenging your rejections, but what about the value added? And how will it be to the price of the asset. Let's move to equities. It's too complicated in currencies, the country is not a firm)

The sum of all stocks equals some figure which we take as zero. Further, some shares go up, some shares go down, but the sum will be equal to zero.

And where does the value added from the activity go? Note that it is more than the value of spent money - we have profitability))))

the portfolio will work the same way with stocks and is easy to compile

the principle

a-b-c

or

EUR-GBP-USD

BRENT-USD-RUB

and so on

---

about value added

the instruments diverge, that's where it sits

 
Aleksey Nikolayev:

For example, they write that it is confirmed.

I personally know a couple with matching birthdays).

Although, I mentioned this paradox only in connection with the silly assumption that random integers must not repeat) On the contrary, if they repeat too rarely, it indicates some error in the algorithm of their generation)


I don't know what language it's coded in, so I can't assess the validity of the experience. What is written in the comments: "Personally, I have been affected by the birthday paradox as many as twice (from those cases that I know). In 7-9th grade (more than 30 people) one boy's day/month/year of birth coincided with mine, and when I was a student, one girl in the group (more than 20 people) was exactly a year younger than me."; - so that's WBC in action. I remember a time when Chumak used to repair clocks via TV. :)


From Wiki: This statement may not seem obvious, because the probability of coincidence of birthdays of two people with any day of the year 1/365 = 0.27%, multiplied by the number of people in the group (23), gives only 1/365*23=6.3% . This reasoning is wrong, because the number of possible pairs 23*22/2=253 far exceeds the number of people in the group (253 > 23).


Let us stop at this point and consider a similar statement of the problem, but with threes. The number of such threes: 23*22*21/(2*3)=1771, which significantly exceeds the number of days in a year, so the probability that in the group of 23 people the same birthday party tends to 1.

How do you like it?

;)


About the couple: it is good to know the circumstances in which they met. It may be that it happened in a cafe, when two groups were celebrating their birthdays, and the birthday boys got acquainted. ;)

 
PapaYozh:


I don't know what language it's coded in, so I can't assess the credibility of the experience. What they write in the comments: "Personally, I have been affected by the birthday paradox as many as twice (from those cases that I know of). In 7-9th grade (more than 30 people) one boy's day/month/year of birth coincided with mine, and when I was a student, one girl in the group (more than 20 people) was exactly a year younger than me."; - so that's the WBC in action. I remember a time when Chumak used to repair clocks via TV. :)


From Wiki: This statement may not seem obvious, because the probability of coincidence of birthdays of two people with any day of the year 1/365 = 0.27%, multiplied by the number of people in the group (23), gives only 1/365*23=6.3% . This reasoning is wrong, because the number of possible pairs 23*22/2=253 far exceeds the number of people in the group (253 > 23).


Let us stop at this point and consider a similar statement of the problem, but with threes. The number of such threes: 23*22*21/(2*3)=1771, much more than the number of days in a year, so the probability that in the group of 23 people the same birthday party tends to 1.

How do you like it?

;)


As for the couple: it is good to know the circumstances in which they met. It may be that it happened in a cafe, when two groups were celebrating their birthdays, and the birthday boys got acquainted. ;)

Just read the wiki article in full) There's a "probability calculation" section below) It will be much more helpful if you figure it out on your own.

 
Aleksey Nikolayev:

Just read the wiki article in full) There's a "probability calculation" section below) It will be much more useful if you figure it out on your own.

If he reads it in full, he'll have to admit that he froze stupidity.

You can't do that, you can't!

 
Now it will come down to the fact that, just as in the branch on the Ministry of Defence, they will start throwing out links and no use at all. In addition, they will take exams from each other on mastering the material.
Hilarious.
;)
 
Renat Akhtyamov:
Now it will come down to the fact that just as in the branch on the MO will start pouring references and zero use. On top of that, they will take each other's exams on mastering the material.
Hilarious.
;)

And is the "pushing not zero" your drawings?

Or a leaked signal?

 
Aleksey Nikolayev:

Just read the wiki article in full) There's a "probability calculation" section below) It will be much more useful if you figure it out on your own.

Yes, I've read the calculation. Indeed, it turns out that way.

 
Dmytryi Nazarchuk:

If he reads it in full, he'll have to admit that he's been foolish.

You can't do that, you can't do that!

You seem to be in trouble. No one to talk to?

 
PapaYozh:

You seem to be in trouble. No one to talk to?

Don't argue with the newbies.

I mean, don't rub salt in their wounds.

;)

 
PapaYozh:


I don't know what language it's coded in, so I can't assess the credibility of the experience. What they write in the comments: "Personally, I have been affected by the birthday paradox as many as twice (from those cases that I know of). In 7-9th grade (over 30 people) one boy's day/month/year of birth coincided with mine, and when I was a student, one girl in the group (over 20 people) was exactly a year younger than me."; - so that's WBC in action. I remember a time when Chumak used to repair clocks via TV. :)


From Wiki: This statement may not seem obvious, because the probability of coincidence of birthdays of two people with any day of the year 1/365 = 0.27%, multiplied by the number of people in the group (23), gives only 1/365*23=6.3% . This reasoning is wrong, because the number of possible pairs 23*22/2=253 far exceeds the number of people in the group (253 > 23).


Let us stop at this point and consider a similar statement of the problem, but with threes. The number of such threes: 23*22*21/(2*3)=1771, much more than the number of days in a year, so the probability that in the group of 23 people the same birthday party tends to 1.

How do you like it?

;)


About the couple: it is good to know the circumstances in which they met. It may be that it happened in a cafe, when two groups were celebrating their birthdays, and the birthday boys got acquainted. ;)

That's funny. That's adding or rather multiplying probabilities) so you can get more than 100% results.

The probability of two people matching is 1/2 at 23. How do you calculate the probability of two and one more? At least don't add up the probabilities. Count the probability of the new event on the probability of the ones already counted. It can't get any higher than that))))

Reason: