美文网首页
CFA level I 数量方法错点

CFA level I 数量方法错点

作者: MrKingjyk | 来源:发表于2018-09-26 19:17 被阅读0次
    • bank discount yield 360天 effective annual yield 365天
    • Any descriptive measure of a population characteristic is called a parameter.
      对总体特征的任何描述性度量都称为参数。
    • permutations 排列 combination 组合
    • Price target = Neckline − (Head − Neckline)
    • In Elliott Wave Theory, Wave 2 is a correction, retracing much of the gain from Wave 1, but not all of it. The lost proportion is usually a percentage equal to a Fibonacci ratio, and it consists of three smaller waves.
      在艾略特波浪理论中,第二波是一个修正,它追溯了第一波的大部分收益,但并不是全部。损失比例通常是一个百分比等于斐波那契比率,它由三个较小的波组成。
    • Monte Carlo simulation lends itself to “what if” analysis and requires the user to provide a probability distribution or distributions. It can be a complement to analytical methods.
      蒙特卡洛模拟适合于“如果”分析,并要求用户提供一个概率分布或分布。它可以作为分析方法的补充。
    • A confidence interval for a parameter = Point estimate ± Reliability factor × Standard error.
    • The sampling error is the difference between the observed value of a statistic and the quantity it is intended to estimate.
      The standard error of the sample mean is the sample standard deviation divided by the square root of the sample size.
      抽样误差是一个统计量的观测值与它打算估计的数量之间的差值。
      样本均值的标准误差是样本标准差除以样本容量的平方根。
    • A parametric test is more appropriate than a non-parametric one when an analyst is concerned with parameters whose validity depends on a definite set of assumptions—for example, assumptions about the distribution of the population producing the sample.
      当分析人员关心的参数的有效性依赖于一组确定的假设时,参数测试比非参数测试更合适——例如,关于生产样本的总体分布的假设。
    • 非参数检验
      The Mann–Whitney U-test is most appropriate for tests of differences in means for nonparametric data such as analysts’ rankings.
      The Wilcoxon signed-rank test is most appropriate for testing the significance of a single mean or mean differences (paired comparisons test) for nonparametric data.
      The sign test is most appropriate for testing mean differences (paired comparisons test) in nonparametric data.
      Mann-Whitney U-test最适合测试非参数数据(如分析师排名)的差异。
      Wilcoxon signed-rank检验最适合用于检验非参数数据的单均值或均值差异(配对比较检验)的显著性。
      符号检验最适合于非参数数据的均值差异检验(配对比较检验)。
    • In the classic head and shoulders pattern, the left shoulder shows a strong rally on strong volume, followed by a reversal back to the price level where it started. The head is a more pronounced version of the left shoulder but on lower volume. The right shoulder is a mirror image of the left shoulder, also on lower volume.
      在经典的head and shoulders模式中,左肩在成交量强劲的情况下出现强劲反弹,随后又回到最初的价格水平。头部是左肩的一个更明显的版本,但在较低的成交量。右肩是左肩的镜像,也在较低的成交量上。
    • When mutual funds hold high cash positions, the cash represents buying power that will move prices higher when the funds are used to add positions to the portfolio. Therefore, technical analysts view mutual funds that hold high cash positions as a bullish indicator.
      当共同基金持有较高的现金头寸时,现金代表购买力,当基金被用来向投资组合增加头寸时,它将推高价格。因此,技术分析师将持有高现金头寸的共同基金视为看涨指标。

    相关文章

      网友评论

          本文标题:CFA level I 数量方法错点

          本文链接:https://www.haomeiwen.com/subject/rxahoftx.html