Various

Geometric Brownian Motion

1 mio random set of 100 x,y - divide by 4 - lowest + highest

Plot log returns per period with negative on the left and positive on the right. The chart indicates the future bet size.

Strat helper Acceptable percentage loss INPUT Calc probability for that Bin data according to ABOVE calc 30 day Moving Average

Log returns makes chart clear - Normal distribution overlay. Returns follow bell curve?

RESEARCH: PCR analysis on multiple stocks

CAGR = ((Final $ / Initial $)^ (1/Years) ) -1

Systematic Investment Plan (SIP) is an option where you invest a fixed amount in a mutual fund scheme at regular intervals.

Absolute returns = ((Final $ - Initial $)/ Intial $) * 100

Beta (covariance / variance) ex: 0.5 market move 2%, this asset 1% market = S&P

Up and down (also SMA) color code background. More red = big change etc Calculate average/max/min/mean drawdown Calculate average/max/min/mean down turn period (see OneNote 5 Sigma - Action today chart)

Faustmann ratio?

Tobin's Q (avail on Fed Reserve for non financials) 0-2.5 high is crash coming)

Geometric average = better 0.5 allocation with puts/2 months on 30% down from current (Di)

Jesse Felder Aug 2016 2 months out of money puts -30% OTM Example SPX $219 - 30% Put = $155 ($9 per contract)

Markets go up, insurance goes down

Game of chance = distinct outcomes

Stock market = continuous (non gaussian, trading cost)