Используйте «weighting» в предложении

1. If we analysed the charts of the Priestly class (and by this we include priests, ministers, rabbis, imams, monks and swamis) I would wager that we would see a disproportionate weighting in the sign of Sagittarius and/or power in the 9th house

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2. In the iShares Semiconductor Index (IGW), for example, the biggest holding is Texas Instruments, which only has an approximate 8% weighting in that ETF

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3. The one with the most weighting is the Yahoo directory but it is expensive at $300per year

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4. Now weighting by the size of the benefit we can

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5. weighting down the box with a piece of petrified driftwood that

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6. will be multiplied by the sample standard deviation (with N - 1 weighting) and not the

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7. You hear a rumor that Google is weighting the HTML LAYER tag very

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8. Especially on the question of weighting

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9. “These orders,” it was Rainbow Waters’ turn to tap the sheets of paper under the paperweight, “are obviously weighting our left wing to advance beyond Lake City while effectively holding our ground—at best—with our right

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10. Plus we just used moving averages of daily put/call closes rather than properly weighting the total put and total call volume

11. They replicate as closely as possible the investment weighting and returns of the benchmark index they are designed to track

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12. This is why I get so fired up when I see traders trading without understanding the concept of weighting that I am about to run through

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13. For example, if a natural disaster affected the production of a particular commodity during one year, the five-year average would reflect that change but still maintain a heavy weighting on that commodity because that event was an aberration

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14. The weighting of the DBLCI is done at the end of the year, and it seeks to reflect global production values

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15. Buying crashes should be limited to companies with material businesses, or at least that should be a big weighting

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16. Each option has its own weighting with respect to the price movement of the underlying

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17. This weighting is expressed by the number of equivalent underlying (futures), or the amount an option moves for a minimum price fluctuation of the underlying

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18. Making it a weighted average gives greater weight to more recent price movements, and making it an exponential weighting adds greater sophistication

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19. The disadvantages of ignorance, of human greed, of mob psychology, of trading costs, of weighting of the dice by insiders and manipulators,2 will in the aggregate far overbalance the purely theoretical superiority of speculation in that it offers profit possibilities in return for the assumption of risk

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20. For example, if fund manager A can only have 2 percent maximum position sizes in his fund, and he buys 2 percent of stock XYZ which then doubles, becoming more like 4 percent of the portfolio, he may have to cut that position back to 2 percent if it becomes too heavy of a weighting in his portfolio

21. The weighting is such that one cog here turns by … ’ He picked it up and swung it experimentally by the chain, ‘yes, turns by one tooth with every step you take

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22. The disadvantage of the stereotyped format, of course, is that following a form frequently results in inadequate descriptions of reality and inadequate weighting of what is important

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23. However, the nearly 40 percent weighting in the United States and another 13 percent in Japan make the ETF very one-sided

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24. I focus on Kazakhstan because it has the largest weighting in the region and is an interesting play on energy

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25. Even Lebanon, which carries the lowest weighting in the region, comprises 2

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26. Anytime an index with over 20 components has a 40 percent weighting in one, it is a cause for concern and brings into question the diversity of the index

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27. The country with the number one weighting is Chile (26 percent), followed by Poland (22 percent), Egypt (15 percent), and Columbia (9 percent)

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28. His goal is to have a portfolio of stocks that is roughly equal in weighting

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29. Suppose as a result of weighting the coin, the probability of getting a head is now p, where 0 ≤ p ≤ 1, and the complementary probability of getting a tail (or not getting a head) is 1 − p, because p + (1 − p) = 1

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30. In such cases, techniques available in more advanced textbooks provide for weighting the observations when estimating model coefficients so that the least variable observations receive the highest weight

31. In the latter case, the single implied volatility is usually the result of weighting the individual implied volatilities by some criteria, such as volume of options traded or open interest, or, as is most common, by assigning the greatest weight to the at-the-money options

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32. Garman and Klass propose a precise formula for weighting the estimates, but a practical solution might be to simply weight the estimates equally

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33. If α is the weighting assigned to each return r, then the estimated variance (the square of the standard deviation) σ2 over the next period of time is given by

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34. and that the more recent the return, the greater is the weighting

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35. Now Stock B, the stock with the greatest capitalization, has the greatest index weighting

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36. In a price-weighted index, stocks with the highest price have the greatest index weighting

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37. In a capitalization-weighted index, stocks with the greatest capitalization (stocks with a large number of outstanding shares) have the greatest weighting

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38. To ensure that all stocks again have an equal weighting, the index is now rebalanced

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39. a/A is the percent change in the stock price, while A/I is the stock’s weighting in the index

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40. The percent change in the index must therefore be equal to the percent change in the stock multiplied by the stock’s weighting in the index

41. The weighting of Stock A (before its one-point rise) was 53

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42. The weighting of Stock A (before its one-point rise) was 11

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43. If the weighting of the stock in the index is 2

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44. Because the weighting of each stock in a price-weighted index is proportional to its price, we can replicate a price-weighted index by purchasing an equal number of shares of each component stock

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45. The same, however, is not true for the capitalization-weighted index, where the weighting of each stock is proportional to its total capitalization

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46. 1 A less common variation on an equal-weighted index involves weighting the stocks geometrically rather than arithmetically

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47. The closer the exercise price is to the index price, the greater is the weighting:

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48. The closer to 30, the greater the weighting

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49. The greater the distance between exercise prices, the greater is the weighting in the index for a specific option

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50. Consequently, two strips of options that bracket 30 days are required to calculate the VIX, with appropriate weighting of each strip to yield a 30-day implied volatility

51. The formula for exponential smoothing appears complex but is only another way of weighting the data components so that the most recent data receive the greatest weight

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52. The formula for exponential smoothing appears complex, but is only another way of weighting the data components so that the most recent data receives the greatest weight

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53. Thus, there will likely be more Hammers at support, and more Hanging Man patterns at resistance, but equal weighting can no longer be a given (see Figure 10-32)

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54. 5 1 × 2 call spread a low weighting and save it until Friday (expiry) if it had not triggered yet

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55. 00 with a weighting of over 20% of the portfolio

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56. Then the total is divided by the sum of the weighting digits

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57. One method for weighting that relies on a set formula is exponential moving average (EMA)

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58. This example explains vividly why the weighting curve is shallower at intermediate probabilities than near either extreme

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59. It also underscores the fact that the weighting function may not refer to mistaken probabilities; in the above example people understand the probabilities correctly but value highly the shift from “no chance” to a possibility

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60. Other factors may also need to be taken into account: The market cap weighting of indices could explain some of the gap between ex ante and ex post credit premia if average losses from default and downgrading are not similarly cap weighted

61. No wonder then that private real estate can get a very high weighting in naive mean variance optimization exercises

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62. 3% annual return, despite somewhat differing fund universes and weighting schemes

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63. Even evaluation of static asset class premia involves choices regarding the asset universe, weighting scheme, and sample period—and voluntary reporting of historical returns that one can study adds further choices and biases

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64. Supporters of market cap indices object to the name “fundamental index” because it is not as passive a strategy as market cap weighting and because it is not an equilibrium strategy that all investors could employ (the growing popularity of this strategy would make fundamental index weights and market cap weights gradually converge and thereby eliminate any return advantage)

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65. Fundamental indexing is just one example of market-value-indifferent weighting methods

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66. Equal weighting, equal volatility weighting, minimum variance portfolios, and diversity weighting are other examples that have a contrarian bias (their rebalancing often involves selling assets whose prices have risen and buying assets whose prices have dropped)

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67. To the extent that the claim about return drag in market cap weighting is correct, any pricing-indifferent equity ranking system should avoid this drag

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68. In country allocation, weighting countries by GDP rather than by market cap in a global index is one way to infuse a value bias

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69. 0—at the higher end if volatility weighting is used

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70. • An extreme form of volatility weighting is to stop trend following after high recent volatility

71. The approach is again deliberately naive except that I apply volatility weighting

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72. Value-oriented non-market-cap weighting involves higher turnover and fees than market cap indices, but proponents of fundamental indexation argue that long-run net returns will be better

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73. When trading a long–short position, pairwise volatility scaling (weighting long and short legs by their empirical volatilities or betas) reduces and (if risk estimates are accurate) potentially eliminates the position’s market directionality

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74. Implementation of weighting procedure leads to the gradual “forgetting” of old data

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75. When you actually increase the target portfolio weighting of an asset when its price declines and it gets cheaper, you are simply rebalancing in a more vigorous form—you are “overbalancing

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76. This is constantly being updated to change the weighting between the two series of options feeding into the calculation

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77. The highest weighting of stocks in the DJX is represented by industrial companies, but only about a quarter of the performance of the index will be attributed to this market sector

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78. This is based on a fairly complex set of rules that dictate what the weighting should be in volatility derivatives relative to exposure to the equity market

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79. The weighting scale ranges from 10 percent volatility/90 percent stocks to 40 percent volatility/60 percent stocks

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80. The VPN also uses this 25-point level, but instead of weighting short futures exposure, the VPD buys call options with strike prices at this 25-point threshold

81. There are similar results from this premium selling program with out of the money call options as a hedge as opposed to a weighting based on past levels of volatility spikes

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82. By taking the two closing prices and weighting them in this manner, the outcome is a closing price of 30

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83. 5 percent VIX futures weighting, a 10 percent long VIX futures weighting, 1 percent long at the money VIX calls, 3 percent long at the money VIX calls, 1 percent long out of the money VIX calls, and 3 percent long out of the money VIX calls

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84. 7 shows a listing of all of the Dow stocks and the current percentage weighting each has within the index

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85. Many investors don't start with the question of whether General Electric or Procter & Gamble is undervalued, they start by trying to match the weighting in the benchmark

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86. If they thought it was overvalued, their response would be to maybe buy only a 3 percent position rather than the 4 percent weighting in the benchmark

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87. The hedge-fund industry grew up by preying on the inefficiencies created by the mutual-fund mentality of only departing from a benchmark index weighting with reluctance

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88. Events that transform companies can complicate things when you're focused on, say, having an 8 percent weighting in industrials

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89. Too high a weighting of those latter types of positions can make you really underperform for longer than we or are investors are comfortable

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90. We have sector limits, at plus or minus 10 percentage points from the percentage weighting of the 10 S&P 500 industry sectors

91. In hindsight, you may be able to say that investing in banks and gold miners was the optimal strategy, and everything else in the index was just weighing you down, or that US and international investments should have been a stronger weighting

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