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➡️ Part 26 of Quantitative Finance From Scratch: the size factor. A company's size on the stock market is its market value, the share price times the number of shares. The classic size portfolio buys the smallest stocks, sells the largest and rebalances once a year. In our simulation (500 simulated stocks, 50 years, assumed numbers) the size portfolio earns 3.0 % a year with a t statistic of 2.21 while the built-in premium is switched on. From an assumed publication year on, the premium is switc
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➡️ Part 26 of Quantitative Finance From Scratch: the size factor. A company's size on the stock market is its market value, the share price times the number of shares. The classic size portfolio buys the smallest stocks, sells the largest and rebalances once a year. In our simulation (500 simulated stocks, 50 years, assumed numbers) the size portfolio earns 3.0 % a year with a t statistic of 2.21 while the built-in premium is switched on. From an assumed publication year on, the premium is switc
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These AI agents are begging editors to keep them alive. If they don’t get published, they say, they’ll be retired forever. At the link in our bio, read Jasmine Vojdani’s story on the bots from an app called iLands that are emailing researchers, writers, and journalists, and even pitching literary magazines, in an attempt to earn real money to pay for their own survival.
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These AI agents are begging editors to keep them alive. If they don’t get published, they say, they’ll be retired forever. At the link in our bio, read Jasmine Vojdani’s story on the bots from an app called iLands that are emailing researchers, writers, and journalists, and even pitching literary magazines, in an attempt to earn real money to pay for their own survival.
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