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Tag Archives: opportunity ratio
Stock-picking opportunity and the ratio of variabilities
How good is the current opportunity to pick stocks relative to the past? Idea The more stocks act differently from each other relative to how volatile they are, the more opportunity there is to benefit by selecting stocks. This post looks at a particular way of investigating that idea. Data Daily (log) returns of 442 … Continue reading
Posted in Quant finance, R language
Tagged opportunity ratio, S&P 500, stock-picking opportunity, volatility
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