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Fun 🤣 For Simle
Fun 🤣 For Simle
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Region: US
Thursday 15 October 2026 09:10:07 GMT
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leboussiwilliam
Grivis290 :
barber
2026-10-16 06:51:03
1063
khanya.rsa3
Khanya RSA :
barber rn
2026-10-17 01:32:18
90
ibrahimletgodlead
IBRAHIM🧃 :
The barber 💈
2026-10-16 18:04:11
292
wizziefunds
wizzie❤ :
My guy forget he hand work
2026-10-18 11:50:04
2
wolfina01
wolfina :
me next to him😂
2026-10-18 02:13:27
1
ohmyzian
Zxiannn Vico 🅥 :
2026-10-15 18:01:55
109
67playz
67 PLAYZ X LIVE :
barber be like😂💯
2026-10-16 21:23:51
30
ola__richard
Ølã Riçhärd G N F :
Hell nooo wooooooo
2026-10-18 15:34:17
0
obisanyaadetoun
ray :
the barber
2026-10-18 10:21:46
4
cohded01
𝕀𝕒𝕞 ℂ𝕠𝕙𝕕𝕖𝕕 :
Whattt
2026-10-17 14:52:13
0
vector26.0
vector26 :
Faaa
2026-10-15 09:41:14
15
juvenlenis4
mi cousin :
whaaat
2026-10-16 06:11:50
4
glitch3907_7
Glitch😎 :
2026-10-16 14:48:57
0
sir_musty_01
SIR》》MUSTY :
2026-10-17 14:59:32
0
poised.nhyira
poised Nhyira :
2026-10-17 17:08:55
0
raheem.sweeting0
Raheem Sweeting🇧🇸🇧🇸 :
2026-10-16 19:38:02
0
.something.went.wrong
️ :
2026-10-17 14:44:51
0
ntokozotk672
@Gcodi :
2026-10-16 10:46:48
0
_otukukingdom_
otukukingdom :
2026-10-17 13:11:57
0
trevormoralis
chino🤘 :
if i did all that work I been slap a mf
2026-10-15 22:04:14
13
floyd.leech_
Floyd Leech™ :
Told you it grows back fast
2026-10-16 08:17:12
6
elite_ema
亗ℰ𝔪𝔞 ⚔ :
bro was like
2026-10-18 08:45:06
1
olrac.hnoj
OLRAC HNOJ :
The barber: the fuck just happened
2026-10-18 07:54:35
0
afinho03
account not found :
tana spicial ah😂
2026-10-18 11:34:24
0
gleekanwilliams
Gleekan :
Bro doubted himself without asking any question dummy 😂 fun for smile
2026-10-18 14:19:25
0
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➡️ Part 27 of Quantitative Finance From Scratch: the Fama-French three factor model.  The market beta alone (parts 14 and 15) explains stock returns only in part, so Fama and French added two more factors, size (part 26) and value (part 25). They introduced the model in 1993 in the Journal of Financial Economics (
➡️ Part 27 of Quantitative Finance From Scratch: the Fama-French three factor model. The market beta alone (parts 14 and 15) explains stock returns only in part, so Fama and French added two more factors, size (part 26) and value (part 25). They introduced the model in 1993 in the Journal of Financial Economics ("Common risk factors in the returns on stocks and bonds"). A factor is the return of one portfolio minus another: small minus big (SMB) and high minus low (HML, cheap minus expensive). In the regression, a stock's return above the risk-free rate equals alpha, plus a beta times each factor's return, plus an error term for the stock's own swings. Alpha is what the three factors cannot explain. In our simulation (nine portfolios, three simulated factors, 50 years of monthly returns, assumed numbers, true alpha zero), the market alone leaves the small value portfolio with an alpha of 7.9 % a year and explains only 46 % of its ups and downs. With all three factors, its alpha drops to -0.9 % a year, close to the built-in zero, the model explains 90 %, and the regression finds betas of 1.00, 1.00 and 0.96. The structure is built into the model, so it shows how the method works and makes no claim about real markets. In real data, the three factors explain much of the differences in average returns, though not all: in their 1996 tests, the continuation of short-term returns (momentum) stayed unexplained, and Fama and French later added two more factors. Eugene Fama shared the 2013 Nobel Memorial Prize in Economic Sciences with Lars Peter Hansen and Robert Shiller "for their empirical analysis of asset prices". Education only, not financial advice. #quantfinance #famafrench #factorinvesting #python #finance

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