[bssd] Quick data check, revised - 未名空间MITBBS历史存档

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[bssd] Quick data check, revised

[bssd] Quick data check, revised# Stock

g*t2016-11-03 07:11

1 楼

[Revised, check again]
[The below calculation is a hand calculation video game. it is not
serious. YMYD.
]
1.
The worst single day among the last 252 days:
2016-06-24 -0.035920
2016-01-13 -0.024965
2016-09-09 -0.024522
2016-01-07 -0.023700
2016-01-15 -0.021599
2015-12-11 -0.019423
2016-02-02 -0.018743
2016-02-05 -0.018481
2016-06-27 -0.018097
2015-12-18 -0.017797
2016-01-25 -0.015638
2016-01-04 -0.015304
2015-12-17 -0.015041
2016-09-13 -0.014831
2015-12-03 -0.014374
2016-02-08 -0.014154
2015-11-12 -0.013990
2016-01-06 -0.013115
2016-02-23 -0.012454
2016-10-11 -0.012446
2016-02-11 -0.012301
2016-04-07 -0.011976
2016-01-20 -0.011694
2016-03-08 -0.011240
2015-11-13 -0.011207
2015-12-02 -0.010996
2016-01-27 -0.010863
2016-01-08 -0.010838
2016-04-05 -0.010144
2.
In last eight days, the total return is:
0.029=(2151-2088)/2152
3.
2.9/square root of 8 = 1.025
In the table 1, 1.025 is the 26th worst day.
So it is the 26/252=10% worst.
1-10% = 90%
4.
So the conclusion is:
The last eight day's at the boundary of 90% pencil.
Definitely not in the 99% or 90% pencil yet.

g*t2016-11-03 07:11

2 楼

A better explanation:
In last 8 days, the SPX dropped 2.9%.
if we divided 2.9% by sqrt(8), the number is 1.02%.
In last year, there are 10% = 25 days that is worser than 1.02%.
My PERSONALLY explanation is, something happens with a probability of
10% .

【在 g****t 的大作中提到】

: [Revised, check again]
: [The below calculation is a hand calculation video game. it is not
: serious. YMYD.
: ]
: 1.
: The worst single day among the last 252 days:
: 2016-06-24 -0.035920
: 2016-01-13 -0.024965
: 2016-09-09 -0.024522
: 2016-01-07 -0.023700

g*t2016-11-03 07:11

3 楼

In Nate Silver's web site, the Trump-win probability improved
10% too.
Fxxking impressive.

【在 g****t 的大作中提到】

: A better explanation:
: In last 8 days, the SPX dropped 2.9%.
: if we divided 2.9% by sqrt(8), the number is 1.02%.
: In last year, there are 10% = 25 days that is worser than 1.02%.
: My PERSONALLY explanation is, something happens with a probability of
: 10% .