Alpha and beta are two of the key measurements used to evaluate the performance of a stock, a fund, or an investment portfolio. Alpha measures the amount that the investment has returned in comparison to the market index or other broad benchmark that it is compared against. Beta measures the...
从评价基金的角度来看,越高的Alpha表示基金经理的能力超过平均水准或基准更多;而更高的Beta则意味着波动更大、风险更高,并不一定代表业绩更好,因为它既可以向上波动也可以向下波动。 长期来看,如果一个基金经理能够长时间保持高Alpha的话,说明他确实很厉害,值得我们信任。相反,一只基金没有Alpha但贝塔收益很高,那只能...
Beta 代表的是资产或投资组合对系统性风险因素的敏感性。从资产定价的角度,只有系统性风险才蕴含着风险溢价,可以为投资者带来回报,而 beta ,正是对承担的系统性风险的度量。 理论框架中,beta 的含义就是这么清晰简单。但在实践中,却并非这么容易。难点在于,正如 Fama 指出的,我们首先要确定定价模型的设定是否正确,...
Alpha vs. beta in investing Alpha represents how much an investment’s actual return exceeded its expected return, based on its risk level. Alpha is used to evaluate whether an investment outperformed a certain benchmark. Beta, on the other hand, measures how volatile an asset is compared ...
Focused Beta:Product is released to the market for gathering feedback on specific features of the program. For example, important functionality of the software. Post-release Beta:Product is released to the market and data is gathered to make improvements for the future release of the product. ...
agentplayergamesalpha-betamin-maxmin-max-algorithm UpdatedOct 12, 2020 Python jingege315/gobang_alphazero Star4 I am interested in gobang,so I am going to use python to draw GUI and program a powerful AI to have fun! I will implement my idea by alpha-beta algorithm and alphago-zero algo...
Events that regulate differentiation of alpha beta TCR+ and gamma delta TCR+ T cells from a common precursor. T cells in vertebrates are composed of two distinct lineages of cells distinguished by the type of antigen receptors they express: the conventional populat... J Kang,DH Raulet - 《Se...
Smart Beta VS Alpha+Beta 我们可以将股票市场和多空多因子投资组合结合起来进行配置,而不是通过选择按因子排序的股票来构造一个Smart Beta。我们可以通过ETF或流动性较强的另类共同基金来构建Alpha+Beta策略。标普500的Beta成本几乎为零,多空多因子ETFs的定价远低于1%,因此其总成本与Smart Beta ETFs相当。
Power = 1 - Beta risk = 1 -β Beta risk is also called False Negative, Type II Error, or "Consumer's" Risk. The Power is the probability of correctly rejecting the Null Hypothesis. The Null Hypothesis is technically never proven true. It is "failed to reject" or "rejected". ...
According to the Docs, Beta 1 has done away with Alpha 6's Responsive Utilities (specifically the .hidden-* classes due to conflicts with jQuery's hidden() method. Fine, I get that. However, in upgrading templates coded for Alpha 6, it b...