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#variance — Public Fediverse posts

Live and recent posts from across the Fediverse tagged #variance, aggregated by home.social.

  1. Maximising the value of a portfolio. Using #Variance, CoVariance and Portfolio Variance. Briefly Variance is the deviation of a stock’s return with its own average returns, Co variance on the other hand is the variance of a stock’s return with respect to another stocks’ return. financemetrics.scienceontheweb Using #Matrix Algebra in a 5 Company Model. #economics #econometrics

  2. Maximising the value of a portfolio. Using #Variance, CoVariance and Portfolio Variance. Briefly Variance is the deviation of a stock’s return with its own average returns, Co variance on the other hand is the variance of a stock’s return with respect to another stocks’ return. financemetrics.scienceontheweb Using #Matrix Algebra in a 5 Company Model. #economics #econometrics

  3. Maximising the value of a portfolio. Using #Variance, CoVariance and Portfolio Variance. Briefly Variance is the deviation of a stock’s return with its own average returns, Co variance on the other hand is the variance of a stock’s return with respect to another stocks’ return. financemetrics.scienceontheweb Using #Matrix Algebra in a 5 Company Model. #economics #econometrics

  4. Maximising the value of a portfolio. Using #Variance, CoVariance and Portfolio Variance. Briefly Variance is the deviation of a stock’s return with its own average returns, Co variance on the other hand is the variance of a stock’s return with respect to another stocks’ return. financemetrics.scienceontheweb Using #Matrix Algebra in a 5 Company Model. #economics #econometrics

  5. Maximising the value of a portfolio. Using #Variance, CoVariance and Portfolio Variance. Briefly Variance is the deviation of a stock’s return with its own average returns, Co variance on the other hand is the variance of a stock’s return with respect to another stocks’ return. financemetrics.scienceontheweb Using #Matrix Algebra in a 5 Company Model. #economics #econometrics

  6. financemetrics.scienceontheweb Maximising the value of a portfolio. Calculating #Variance, #CoVariance and portfolio Variance using the magic of Matrix Algebra. Calculations feature 5 ftse stocks, BP, Vodafone, UU.L, Tesco and Morrison. Detailed exposition leads one through x transpose multiplied b x. #MatrixAlgebra

  7. financemetrics.scienceontheweb Maximising the value of a portfolio. Calculating #Variance, #CoVariance and portfolio Variance using the magic of Matrix Algebra. Calculations feature 5 ftse stocks, BP, Vodafone, UU.L, Tesco and Morrison. Detailed exposition leads one through x transpose multiplied b x. #MatrixAlgebra

  8. financemetrics.scienceontheweb Maximising the value of a portfolio. Calculating #Variance, #CoVariance and portfolio Variance using the magic of Matrix Algebra. Calculations feature 5 ftse stocks, BP, Vodafone, UU.L, Tesco and Morrison. Detailed exposition leads one through x transpose multiplied b x. #MatrixAlgebra

  9. financemetrics.scienceontheweb Maximising the value of a portfolio. Calculating #Variance, #CoVariance and portfolio Variance using the magic of Matrix Algebra. Calculations feature 5 ftse stocks, BP, Vodafone, UU.L, Tesco and Morrison. Detailed exposition leads one through x transpose multiplied b x. #MatrixAlgebra

  10. financemetrics.scienceontheweb Maximising the value of a portfolio. Calculating #Variance, #CoVariance and portfolio Variance using the magic of Matrix Algebra. Calculations feature 5 ftse stocks, BP, Vodafone, UU.L, Tesco and Morrison. Detailed exposition leads one through x transpose multiplied b x. #MatrixAlgebra

  11. In case anyone's keeping score, the idea that JFETs have hugely variable properties and that this problem cannot be - or at least has not been - fixed with different design or manufacturing practices, this batch showed it pretty clearly to me.

    20 J113s, minus 1 fake, equals 19 devices. I measured the Vgs / pinch-off voltage and the Id / drain current in my test rig. The result?

    6 very distinct bins with between 2 and 6 devices in each. Vgs overall varied from (-) 1.30 V to 2.11 V (variance is 38% of the larger value, or 62% of the smaller...), and Id from 5.7 mA to 12.8 mA, a spread of 125% (!) of the smaller value.

    No wonder so many JFET circuits just don't work if you don't hand-match the devices.

    #variance #variability #characteristics #measure #measurement #match #JFET #tolerance

  12. In case anyone's keeping score, the idea that JFETs have hugely variable properties and that this problem cannot be - or at least has not been - fixed with different design or manufacturing practices, this batch showed it pretty clearly to me.

    20 J113s, minus 1 fake, equals 19 devices. I measured the Vgs / pinch-off voltage and the Id / drain current in my test rig. The result?

    6 very distinct bins with between 2 and 6 devices in each. Vgs overall varied from (-) 1.30 V to 2.11 V (variance is 38% of the larger value, or 62% of the smaller...), and Id from 5.7 mA to 12.8 mA, a spread of 125% (!) of the smaller value.

    No wonder so many JFET circuits just don't work if you don't hand-match the devices.

    #variance #variability #characteristics #measure #measurement #match #JFET #tolerance

  13. In case anyone's keeping score, the idea that JFETs have hugely variable properties and that this problem cannot be - or at least has not been - fixed with different design or manufacturing practices, this batch showed it pretty clearly to me.

    20 J113s, minus 1 fake, equals 19 devices. I measured the Vgs / pinch-off voltage and the Id / drain current in my test rig. The result?

    6 very distinct bins with between 2 and 6 devices in each. Vgs overall varied from (-) 1.30 V to 2.11 V (variance is 38% of the larger value, or 62% of the smaller...), and Id from 5.7 mA to 12.8 mA, a spread of 125% (!) of the smaller value.

    No wonder so many JFET circuits just don't work if you don't hand-match the devices.

    #variance #variability #characteristics #measure #measurement #match #JFET #tolerance

  14. In case anyone's keeping score, the idea that JFETs have hugely variable properties and that this problem cannot be - or at least has not been - fixed with different design or manufacturing practices, this batch showed it pretty clearly to me.

    20 J113s, minus 1 fake, equals 19 devices. I measured the Vgs / pinch-off voltage and the Id / drain current in my test rig. The result?

    6 very distinct bins with between 2 and 6 devices in each. Vgs overall varied from (-) 1.30 V to 2.11 V (variance is 38% of the larger value, or 62% of the smaller...), and Id from 5.7 mA to 12.8 mA, a spread of 125% (!) of the smaller value.

    No wonder so many JFET circuits just don't work if you don't hand-match the devices.

    #variance #variability #characteristics #measure #measurement #match #JFET #tolerance

  15. In case anyone's keeping score, the idea that JFETs have hugely variable properties and that this problem cannot be - or at least has not been - fixed with different design or manufacturing practices, this batch showed it pretty clearly to me.

    20 J113s, minus 1 fake, equals 19 devices. I measured the Vgs / pinch-off voltage and the Id / drain current in my test rig. The result?

    6 very distinct bins with between 2 and 6 devices in each. Vgs overall varied from (-) 1.30 V to 2.11 V (variance is 38% of the larger value, or 62% of the smaller...), and Id from 5.7 mA to 12.8 mA, a spread of 125% (!) of the smaller value.

    No wonder so many JFET circuits just don't work if you don't hand-match the devices.

    #variance #variability #characteristics #measure #measurement #match #JFET #tolerance

  16. A quotation from Nassim Nicholas Taleb

    Don’t cross a river if it is four feet deep on average.

    Nassim Nicholas Taleb (b. 1960) Lebanese-American essayist, statistician, risk analyst, aphorist
    The Black Swan, Part 2, ch. 10 “The Scandal of Prediction” (2007)

    Sourcing, notes: wist.info/taleb-nassim-nichola…

    #quote #quotes #quotation #qotd #blackswan #assumptions #average #danger #expectations #mean #variability #variance

  17. A quotation from Nassim Nicholas Taleb

    Don’t cross a river if it is four feet deep on average.

    Nassim Nicholas Taleb (b. 1960) Lebanese-American essayist, statistician, risk analyst, aphorist
    The Black Swan, Part 2, ch. 10 “The Scandal of Prediction” (2007)

    Sourcing, notes: wist.info/taleb-nassim-nichola…

    #quote #quotes #quotation #qotd #blackswan #assumptions #average #danger #expectations #mean #variability #variance

  18. A quotation from Nassim Nicholas Taleb

    Don’t cross a river if it is four feet deep on average.

    Nassim Nicholas Taleb (b. 1960) Lebanese-American essayist, statistician, risk analyst, aphorist
    The Black Swan, Part 2, ch. 10 “The Scandal of Prediction” (2007)

    Sourcing, notes: wist.info/taleb-nassim-nichola…

    #quote #quotes #quotation #qotd #blackswan #assumptions #average #danger #expectations #mean #variability #variance

  19. A quotation from Nassim Taleb

    Mild success can be explainable by skills and labor. Wild success is attributable to variance.

    Nassim Nicholas Taleb (b. 1960) Lebanese-American essayist, statistician, risk analyst, aphorist.
    Fooled by Randomness, Part 1, ch. 1 (2001)

    Sourcing, notes: wist.info/taleb-nassim-nichola…

    #quote #quotes #quotation #odds #chance #average #goodluck #hardwork #labor #luck #skill #success #variance

  20. A quotation from Nassim Taleb

    Mild success can be explainable by skills and labor. Wild success is attributable to variance.

    Nassim Nicholas Taleb (b. 1960) Lebanese-American essayist, statistician, risk analyst, aphorist.
    Fooled by Randomness, Part 1, ch. 1 (2001)

    Sourcing, notes: wist.info/taleb-nassim-nichola…

    #quote #quotes #quotation #odds #chance #average #goodluck #hardwork #labor #luck #skill #success #variance

  21. Quality Humor - While variances can be a very bad thing to have in certain industries, don't go crazy with the control put in place where it is no longer what is what the client/customer wants. #variance #quality #process #humor #control

  22. Quality Humor - While variances can be a very bad thing to have in certain industries, don't go crazy with the control put in place where it is no longer what is what the client/customer wants. #variance #quality #process #humor #control

  23. This episode is massively better than the last one. #variance #totp

  24. This episode is massively better than the last one. #variance #totp

  25. This episode is massively better than the last one. #variance #totp

  26. #python #algorithm #investment #portfolio #optimization
    #scipy vs #montecarlo
    min #variance
    max #sharpe ratio
    #gold #btc #oil #eurusd
    Risk-Adjusted BTC-Gold-Oil- EURUSD Portfolio Optimization for Quant Traders: AutoEDA, Scipy SLSQP, Markowitz, Sharpe & VAR

    #exploremore 👇

  27. #python #algorithm #investment #portfolio #optimization
    #scipy vs #montecarlo
    min #variance
    max #sharpe ratio
    #gold #btc #oil #eurusd
    Risk-Adjusted BTC-Gold-Oil- EURUSD Portfolio Optimization for Quant Traders: AutoEDA, Scipy SLSQP, Markowitz, Sharpe & VAR

    #exploremore 👇

  28. #python #algorithm #investment #portfolio #optimization
    #scipy vs #montecarlo
    min #variance
    max #sharpe ratio
    #gold #btc #oil #eurusd
    Risk-Adjusted BTC-Gold-Oil- EURUSD Portfolio Optimization for Quant Traders: AutoEDA, Scipy SLSQP, Markowitz, Sharpe & VAR

    #exploremore 👇