Statistical ratios | Yield (finance) | Portfolio theories | Financial ratios
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes only those returns falling below a user-specified target or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment's risk-adjusted return, they do so in significantly different ways that will frequently lead to differing conclusions as to the true nature of the investment's return-generating efficiency. The Sortino ratio is used as a way to compare the risk-adjusted performance of programs with differing risk and return profiles. In general, risk-adjusted returns seek to normalize the risk across programs and then see which has the higher return unit per risk. (Wikipedia).
This video defines a ratio and provides several examples on how to write a ratio and shows how to simplify a ratio. http://mathispower4u.wordpress.com/
From playlist Ratios and Rates
Downside risk measures: semi-deviation, downside deviation, and Sortino ratio (FRM T1-12)
The two typical measures of downside risk focus on only the "bad" dispersion: Semi-deviation squares returns below the MEAN return, while downside deviation squares returns below a TARGET return (aka, minimum acceptable return, MAR). The Sortino Ratio divides by the downside deviation. [He
From playlist Risk Foundations (FRM Topic 1)
This video defines a proportion and explains how to solve a proportion. http://mathispower4u.wordpress.com/
From playlist Proportions
Strategizing - Algorithmic Trading with Python and Quantopian p. 9
In this tutorial, we cover how to begin realistically building a trading strategy. In the previous tutorials, we showed how we might go about finding a single alpha factor to trade stocks on, and then trading off of it, but this is almost certainly never going to be enough, so, here, we co
From playlist Python Programming for Finance
This is a short video tutorial on equivalent ratios. ✤ ✤ ✤ INTERACTIVE APPLETS AND WORKSHEETS ✤ ✤ ✤ http://fearlessmath.net ✤ ✤ ✤ FOLLOW ME ON TWITTER ✤ ✤ ✤ http://twitter.com/dhabecker
From playlist All about ratios and proportions
This is a sample of our 2012 FRM Foundations T1.c video tutorials. View our products here: https://www.bionicturtle.com/products/financial-risk-management/
From playlist FRM
Applied Portfolio Management - Class 1 - Risk & Return
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Book Suggestions: Burton Malkiel, A Random Walk Down Wall Street (2007) https://amzn.to/2Hr2SW1 Roger Lowenstein, Buffett: The Making of an American Capitalist (2008) https://amzn.to/3hUkFl6 Jack Sc
From playlist Applied Portfolio Management
The golden ratio | Lecture 3 | Fibonacci Numbers and the Golden Ratio
The classical definition of the golden ratio. Two positive numbers are said to be in the golden ratio if the ratio between the larger number and the smaller number is the same as the ratio between their sum and the larger number. Phi=(1+sqrt(5))/2 approx 1.618. Join me on Coursera: http
From playlist Fibonacci Numbers and the Golden Ratio
Proportions - Intro, Cross Product, and Applications
This video defines a proportion and then solves several problems using cross products.
From playlist Number Sense - Decimals, Percents, and Ratios
The Anatomy Of An Machine Learning Powered Stock Picking Engine | PyChain 2022
This is a video recording of the PyChain 2022 conference sessions. Speaker: Anshuman Mishra How to build a machine learning based stock picking model in Python An ML-powered engine is a complex beast, more so if it's targeting one of the toughest tasks some humans undertake: squeezing o
From playlist PyChain 2022
[See Description] Shorting based on Sentiment Analysis signals - Python for Finance 11
UPDATED series: https://pythonprogramming.net/quantopian-trading-strategies-introduction-python-programming-for-finance/ This series has become outdated with Quantopian 2.0. In this tutorial, we cover an example of shorting based on sentiment analysis signals. sample code: http://pytho
From playlist Python for Finance with Zipline and Quantopian
Portfolio Optimization API - Algorithmic Trading with Python and Quantopian p. 12
Once we've got combined alphas that we're happy with, we need to build a trading strategy. A major part of a trading strategy is figuring out how to best build your portfolio from the alphas, paying attention to various constraints like leverage, sector bias...etc. In this example, we use
From playlist Python Programming for Finance
Research - Algorithmic Trading with Python and Quantopian p. 4
In this Quantopian tutorial, we introduce the Research environment. How to get an allocation webinar: https://www.youtube.com/watch?v=bvUdDFpsZ3o&feature=youtu.be https://pythonprogramming.net https://twitter.com/sentdex https://www.facebook.com/pythonprogramming.net/ https://plus.google
From playlist Python Programming for Finance
Proportion - how to see if ratios are in proportion
Ratios are said to be in proportion if they equal. This video looks at how to simply see if two ratios are in proportion - that is whether they are equivalent. We then look at how to easily find out how much of a quantity is required to keep something in proportion. To support free math
From playlist Ratios
Learn how to take equivalent ratios and rewrite them into a ratio table. Then solve a proportion question with the table. http://www.MathVillage.info
From playlist All about ratios and proportions
Ratios Introduction - what are ratios?
Ratios are used to compare different quantities. In this introduction to ratios we will look at what ratios are, how we deal with ratios of different measurement units and that ratios can be simplified. To donate to the tecmath channel:https://paypal.me/tecmath To support tecmath on Pa
From playlist Ratios
Three ways to solve a proportion
This is a short video tutorial on three ways to solve a proportion. For interactive applets, worksheets, and more videos go to http://www.mathvillage.info
From playlist All about ratios and proportions
Keeping Tidy - Still Untitled: The Adam Savage Project - 4/1/2014
You can find a photo of Adam's newly organized workspace in the comments section here: http://www.tested.com/art/makers/460584-keeping-tidy-412014/ Adam, Norm, and Will explore Adam's strategies for shop organization, the ups and downs of keeping tidy, and the storage systems that the guy
From playlist The Adam Savage Project