Add new unfair casino post

This commit is contained in:
Bradlee Speice
2016-05-15 09:52:27 -04:00
parent 4e6f3b726c
commit 0ba3723cd2
20 changed files with 9356 additions and 98 deletions

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@ -207,11 +207,11 @@ to make some tweaks over the coming weeks, and do another forward test in Januar
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<pre>{&apos;CLB&apos;: -0.0016320202164526894,
&apos;CVX&apos;: 0.0010319531629488911,
&apos;OXY&apos;: 0.00093418904454400551,
&apos;SLB&apos;: 0.00098431254720448159,
&apos;XOM&apos;: 0.00044165797556096868}</pre>
<pre>{&#39;CLB&#39;: -0.0016320202164526894,
&#39;CVX&#39;: 0.0010319531629488911,
&#39;OXY&#39;: 0.00093418904454400551,
&#39;SLB&#39;: 0.00098431254720448159,
&#39;XOM&#39;: 0.00044165797556096868}</pre>
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@ -256,11 +256,11 @@ to make some tweaks over the coming weeks, and do another forward test in Januar
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<pre>{&apos;CLB&apos;: -0.10578734457846127,
&apos;CVX&apos;: 0.027303529817677398,
&apos;OXY&apos;: 0.022622210057414487,
&apos;SLB&apos;: 0.026950946344858676,
&apos;XOM&apos;: -0.0053519259698605499}</pre>
<pre>{&#39;CLB&#39;: -0.10578734457846127,
&#39;CVX&#39;: 0.027303529817677398,
&#39;OXY&#39;: 0.022622210057414487,
&#39;SLB&#39;: 0.026950946344858676,
&#39;XOM&#39;: -0.0053519259698605499}</pre>
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@ -302,11 +302,11 @@ to make some tweaks over the coming weeks, and do another forward test in Januar
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<pre>{&apos;CLB&apos;: 0.043551495607375035,
&apos;CVX&apos;: 0.044894389686214398,
&apos;OXY&apos;: 0.051424517867144637,
&apos;SLB&apos;: 0.034774627850375328,
&apos;XOM&apos;: 0.035851524605672758}</pre>
<pre>{&#39;CLB&#39;: 0.043551495607375035,
&#39;CVX&#39;: 0.044894389686214398,
&#39;OXY&#39;: 0.051424517867144637,
&#39;SLB&#39;: 0.034774627850375328,
&#39;XOM&#39;: 0.035851524605672758}</pre>
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@ -414,7 +414,7 @@ s.t.\ \ & \vec{1} \omega = 1\\
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<pre>&apos;Optimization terminated successfully.&apos;</pre>
<pre>&#39;Optimization terminated successfully.&#39;</pre>
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@ -423,7 +423,7 @@ s.t.\ \ & \vec{1} \omega = 1\\
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<pre>&quot;Holdings: [(&apos;XOM&apos;, 5.8337945679814904), (&apos;CVX&apos;, 42.935064321851307), (&apos;CLB&apos;, -124.5), (&apos;OXY&apos;, 36.790387773552119), (&apos;SLB&apos;, 39.940753336615096)]&quot;</pre>
<pre>&#34;Holdings: [(&#39;XOM&#39;, 5.8337945679814904), (&#39;CVX&#39;, 42.935064321851307), (&#39;CLB&#39;, -124.5), (&#39;OXY&#39;, 36.790387773552119), (&#39;SLB&#39;, 39.940753336615096)]&#34;</pre>
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@ -432,7 +432,7 @@ s.t.\ \ & \vec{1} \omega = 1\\
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<pre>&apos;Expected Return: 32.375%&apos;</pre>
<pre>&#39;Expected Return: 32.375%&#39;</pre>
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@ -441,7 +441,7 @@ s.t.\ \ & \vec{1} \omega = 1\\
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<pre>&apos;Expected Max Drawdown: 4.34%&apos;</pre>
<pre>&#39;Expected Max Drawdown: 4.34%&#39;</pre>
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