@tanveerkh110508:

تنویر جروار ☠️
تنویر جروار ☠️
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Tuesday 25 August 2026 18:14:45 GMT
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nnsnfjfj
جند A 💔 :
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2026-08-29 00:01:06
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nnsnfjfj
جند A 💔 :
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2026-08-29 00:01:05
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shoaibjarwar.203
نادان 🫡💔 :
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2026-08-28 16:48:07
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tahirpiyara
سردار 🦅مدثر🚬✌️ :
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2026-08-27 18:42:09
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khanjarwar340
asd111 :
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2026-08-27 13:33:28
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sadarbhai68
꧁࿇ 𝖲𝖠𝖥𝖣𝖠𝖱~𝖠𝖫𝖨✓𝖥𝖥 ࿇꧂ :
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2026-08-27 13:31:38
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tanveerkhan302ss
TANVEER :
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2026-08-26 19:43:08
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gomnam305
♛┈⛧گمنام⛧┈♛ :
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2026-08-26 16:30:25
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mmm308892
💔💕ناداد🤫💔💕 :
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2026-08-26 14:45:52
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chiefrajujarwar
Raju jarwar♥️ :
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2026-08-26 14:19:01
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abaas763
abaas :
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2026-08-26 11:29:08
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abaas763
abaas :
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2026-08-26 11:29:07
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shaniijarwar5566
╚»★«╝ شانی جروار ╚»★«╝ :
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2026-08-26 08:29:47
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user3938126065566
💫مخلص 𝐑Å𝐌𝐃𝐀𝐍𝐢 :
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2026-08-26 07:22:22
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user3938126065566
💫مخلص 𝐑Å𝐌𝐃𝐀𝐍𝐢 :
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2026-08-26 07:22:16
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yaseendarbar1
یار جروار ❤️‍🩹💕 :
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2026-08-26 06:24:49
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yaseendarbar1
یار جروار ❤️‍🩹💕 :
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2026-08-26 06:24:48
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asif__baloch__
KHOSA 🕊️ :
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2026-08-26 06:19:18
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nawedkhan786322
🤨نوید جروار🤩🏴‍☠️ :
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2026-08-26 05:36:34
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hasninkhosa786
🥲ول آ رل ویسے 🥲 :
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2026-08-26 05:35:58
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rawal.khan2577
rawal khan :
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2026-08-26 04:54:17
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user785632293
SAQIB JANE ❤️‍🩹🌚 :
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2026-08-26 04:29:42
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sadiqbaloch677
جروار 🥷🚬 :
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2026-08-26 03:51:14
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sadiqbaloch677
جروار 🥷🚬 :
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2026-08-26 03:51:13
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shoaib.jarwar21
💯💔✌️2یار✌️💔💯 :
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2026-08-25 18:16:33
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Other Videos

What if having less data actually made your portfolio better? Classical portfolio theory says this should fail. When N > T, the sample covariance matrix becomes singular and you can construct portfolios with zero in-sample variance. Most people would call this overfitting. But a recent preprint by Chang, Ding, Shi and Zhang (2026) shows something more subtle. Using a simple estimator called Ridgelet, which adds a tiny fixed perturbation to the covariance matrix, they show that out-of-sample risk follows a double descent curve. Risk increases as you approach the interpolation threshold N = T, but once you move deep into the overparameterized regime N >> T, it decreases again. The intuition: when many portfolios perfectly fit the data, the estimator selects the minimum L2-norm solution, which can generalize well. The same phenomenon that drives modern overparameterized neural networks shows up in portfolio construction. This is a preprint, not yet peer-reviewed. Limitations: -> The theory relies on factor model assumptions and random matrix asymptotics -> The > T, not just slightly above -> Performance depends on the covariance structure -> A naive pseudoinverse approach fails badly out-of-sample Paper -> arXiv:2602.19462 #finance #quant #trading #algotrading #stocks" width="135" height="240">
What if having less data actually made your portfolio better? Classical portfolio theory says this should fail. When N > T, the sample covariance matrix becomes singular and you can construct portfolios with zero in-sample variance. Most people would call this overfitting. But a recent preprint by Chang, Ding, Shi and Zhang (2026) shows something more subtle. Using a simple estimator called Ridgelet, which adds a tiny fixed perturbation to the covariance matrix, they show that out-of-sample risk follows a double descent curve. Risk increases as you approach the interpolation threshold N = T, but once you move deep into the overparameterized regime N >> T, it decreases again. The intuition: when many portfolios perfectly fit the data, the estimator selects the minimum L2-norm solution, which can generalize well. The same phenomenon that drives modern overparameterized neural networks shows up in portfolio construction. This is a preprint, not yet peer-reviewed. Limitations: -> The theory relies on factor model assumptions and random matrix asymptotics -> The "good" regime requires N >> T, not just slightly above -> Performance depends on the covariance structure -> A naive pseudoinverse approach fails badly out-of-sample Paper -> arXiv:2602.19462 #finance #quant #trading #algotrading #stocks

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