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Monday 05 October 2026 09:47:51 GMT
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samuelraja047
samuelraja047 :
[Heartwarming][Heartwarming][Heartwarming]
2026-10-05 09:50:16
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sajjad7863330
Malik Sajid Ali 🧕🏻🤵🏻🥀 :
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2026-10-05 17:47:07
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«مباراة مثل هذه لا تحتمل الأخطاء، وأحيانًا خطأ لاعب يدمّر عمل المدرب بالكامل. وخطأ اللاعب مو فقط على فريقه، قد يكون بعدم استغلال فرصة للتسجيل. اللاعبون اليوم يتحمّلون 90% من إعداد أنفسهم. انتهت الخطابات الإدارية السابقة؛ اللاعب الحقيقي المحترف يعرف أنها فرصة تاريخية لا تتكرر.» طارق التويجري | #برنامج_المنصة
«مباراة مثل هذه لا تحتمل الأخطاء، وأحيانًا خطأ لاعب يدمّر عمل المدرب بالكامل. وخطأ اللاعب مو فقط على فريقه، قد يكون بعدم استغلال فرصة للتسجيل. اللاعبون اليوم يتحمّلون 90% من إعداد أنفسهم. انتهت الخطابات الإدارية السابقة؛ اللاعب الحقيقي المحترف يعرف أنها فرصة تاريخية لا تتكرر.» طارق التويجري | #برنامج_المنصة
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Brands are searching for creators, and creators are searching for brands—finally, there’s an app that connects both! 🤝✨ Whether you want to land paid collabs or hire top talent for your project, BookingArc changes the game. 🚀 👇 Quick question: Are you a creator looking for collabs, or a brand looking for talent? Drop it in the comments!#bookingarc #brandcollab #kali_babi #trending #viral @BookingArc
Brands are searching for creators, and creators are searching for brands—finally, there’s an app that connects both! 🤝✨ Whether you want to land paid collabs or hire top talent for your project, BookingArc changes the game. 🚀 👇 Quick question: Are you a creator looking for collabs, or a brand looking for talent? Drop it in the comments!#bookingarc #brandcollab #kali_babi #trending #viral @BookingArc
➡️ Quant Finance from scratch part 15: the CAPM (Capital asset pricing model) There is a lot of discussion in science ongoing whether it is still a good estimate for expected returns or too simple with just 1 factor (market). Still its crucial to understand the concept itsself. Step 1, a simulated market with assumed numbers, not forecasts: a risk-free asset pays 3 % a year, and the market pays 5 % more on average, with swings of 15.9 % a year. Step 2, eight stocks with betas from 0 to 1.4. Each also has swings of its own, unrelated to the market. Step 3, two of them: one with beta 0.4 and big swings of its own (20 %), one with beta 1.2 and small ones (9 %). Both swing about 21 % a year in total, yet they earned 5.3 % and 9.3 % on average. Step 4, mixing: a mix of 100 stocks like the first still earns 5.1 % but swings only 6.7 %. As in Part 11, a stock's own swings average out in a mix, while the market's swing stays. Beta measures the assets sensitivity to the market movements. Step 5, the line: the eight average returns lie on a straight line against beta, 3.1 % + 5.1 % for every step of 1 in beta. That is the CAPM equation, which gives the expected return of any single stock from its beta: expected return = risk-free rate + beta x (market's expected return - risk-free rate). For beta 1.2 it gives 3 % + 1.2 x 5 % = 9 %, close to the 9.3 % measured. Sharpe shared the 1990 Nobel Memorial Prize in Economic Sciences with Harry Markowitz and Merton Miller, his part for the theory of how assets are priced, the CAPM. The committee notes that several researchers developed it independently in the mid 1960s and names his essay
➡️ Quant Finance from scratch part 15: the CAPM (Capital asset pricing model) There is a lot of discussion in science ongoing whether it is still a good estimate for expected returns or too simple with just 1 factor (market). Still its crucial to understand the concept itsself. Step 1, a simulated market with assumed numbers, not forecasts: a risk-free asset pays 3 % a year, and the market pays 5 % more on average, with swings of 15.9 % a year. Step 2, eight stocks with betas from 0 to 1.4. Each also has swings of its own, unrelated to the market. Step 3, two of them: one with beta 0.4 and big swings of its own (20 %), one with beta 1.2 and small ones (9 %). Both swing about 21 % a year in total, yet they earned 5.3 % and 9.3 % on average. Step 4, mixing: a mix of 100 stocks like the first still earns 5.1 % but swings only 6.7 %. As in Part 11, a stock's own swings average out in a mix, while the market's swing stays. Beta measures the assets sensitivity to the market movements. Step 5, the line: the eight average returns lie on a straight line against beta, 3.1 % + 5.1 % for every step of 1 in beta. That is the CAPM equation, which gives the expected return of any single stock from its beta: expected return = risk-free rate + beta x (market's expected return - risk-free rate). For beta 1.2 it gives 3 % + 1.2 x 5 % = 9 %, close to the 9.3 % measured. Sharpe shared the 1990 Nobel Memorial Prize in Economic Sciences with Harry Markowitz and Merton Miller, his part for the theory of how assets are priced, the CAPM. The committee notes that several researchers developed it independently in the mid 1960s and names his essay "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk" (Journal of Finance, 1964) as his pioneering achievement. This video is for education only, and nothing in it is financial advice. #quantfinance #capm #beta #finance #python

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