Hello David, I apologize for the informal greeting, This is a great video thank you so much for putting such material into a simplistic explanation. I was wondering if you had a video or could explain to me how you come across the industry forecast, growth, bond, size, and ROE. I would greatly appreciate it
Have you ever applied your knowledge to exploiting sports betting markets? It's hard to find but there are occasional discrepancies in bookmakers pricing and it can be lucrative, I guess that the stock market is much more effective in this sense though.
wow just when i thought i knew a little about investing and started getting into it i saw this.....still going to go for finance degree...not sure how much this plays into that.
@bionicturtledotcom : well guess what, I just glanced at some formuales last minute and was able to do 75% of the exam perfectly right. I just did the tutorials one day before my mid terms, and voila!
so my point is, you suck at videos. if you explained better I would have done the last question too, 6 mark question on APT, and I had no fucking clue.
@eacans lol, okay great, glad we can be friends ... thanks for having a sense of humor! honestly, APT gives me a bit of a headache but i will think about the for dummies version
The CAPM is not (!!!) a single factor version of the APT or a more general case of the CAPM, as often asserted, because the APT is not an equilibrium model like the CAPM.
Besides this we have no factor model assumption in the CAPM like in the APT. Accordingly Hörnstein designates the APT as an arbitrage model with factor model assumption.
@Puert4 yes, i understand, but that's theory that to my thinking makes no practical difference at this level (by which i mean, the level of the math model). They are both linear factor models, CAPM and APT. The real "cheat" is so subtle as to hardly matter: the specific case of APT with one factor (ERP or MRP) and one exposure (beta) is technically not the (restricted) theoretical equilibrium CAPM (apparently, inaccessible anyway!). But, really, what is the *meaningful* difference?
Your very good but you need a good understanding of the terminology to understand your videos - better than i have at least. so does the CAPM model consider one variable i.e. market risk and the APT model can considers more than one risk eg market risk, other risk etc...?
Jakers2009, thanks for liking...sorry, it's hard to summarize APT in a few minutes...Yes, what you say is exactly true, that's the basic difference: CAPM uses (in a naive way) the total market premium but APT can use many factors including not limited to market factors (e.g., ROE is fundamental) or even "statistical factors" that have no obvious interpretation. Thanks, David
Hello David, I apologize for the informal greeting, This is a great video thank you so much for putting such material into a simplistic explanation. I was wondering if you had a video or could explain to me how you come across the industry forecast, growth, bond, size, and ROE. I would greatly appreciate it
JoeCulv89 1 month ago
@ a lot simpler than I thought. Thanks for the lesson.
asiimwe777 3 months ago
How can I calculate the exposing factors of Groth Bond Size and ROE? I mean, they must come from somewhere. Rigth?
Hulkmania316 4 months ago
great! this guy is a natural
85bezzer 4 months ago
Have you ever applied your knowledge to exploiting sports betting markets? It's hard to find but there are occasional discrepancies in bookmakers pricing and it can be lucrative, I guess that the stock market is much more effective in this sense though.
sydneymassive 5 months ago
i am so glad i discovered this channel and yes the lecture does sound like seth rogen lol. keep up the good work bionic turtle
arushdom2 9 months ago
wow just when i thought i knew a little about investing and started getting into it i saw this.....still going to go for finance degree...not sure how much this plays into that.
ebarr64 1 year ago
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regina4968 1 year ago
I really think lecturers should stop lecturing and play these video`s during periods instead......
KRKbert 1 year ago 11
@KRKbert you are right. the topics they spend 1-2 hrs try to explain have been demonstrated by david in just a few minutes video clips. LOL
dajieda0 4 months ago
Is this supposed to be self explanatory or what?
eacans 1 year ago
@eacans in your case, no.
bionicturtledotcom 1 year ago
@bionicturtledotcom
smart ass to a better job. I have an exam in 3 hours.
eacans 1 year ago
@eacans they really should give you more advance notice
bionicturtledotcom 1 year ago
@bionicturtledotcom : well guess what, I just glanced at some formuales last minute and was able to do 75% of the exam perfectly right. I just did the tutorials one day before my mid terms, and voila!
so my point is, you suck at videos. if you explained better I would have done the last question too, 6 mark question on APT, and I had no fucking clue.
eacans 1 year ago
@eacans I am glad you did well on the exam, sorry i could not be more help. I will try not to suck so much at videos
bionicturtledotcom 1 year ago
@bionicturtledotcom lol...you are forgiven :)
Anyway my apologies dude I was just joking around :) keep making videos, but try making one on APT for dummies. I will be waiting!
eacans 1 year ago
@eacans lol, okay great, glad we can be friends ... thanks for having a sense of humor! honestly, APT gives me a bit of a headache but i will think about the for dummies version
bionicturtledotcom 1 year ago
The CAPM is not (!!!) a single factor version of the APT or a more general case of the CAPM, as often asserted, because the APT is not an equilibrium model like the CAPM.
Besides this we have no factor model assumption in the CAPM like in the APT. Accordingly Hörnstein designates the APT as an arbitrage model with factor model assumption.
Puert4 1 year ago
@Puert4 yes, i understand, but that's theory that to my thinking makes no practical difference at this level (by which i mean, the level of the math model). They are both linear factor models, CAPM and APT. The real "cheat" is so subtle as to hardly matter: the specific case of APT with one factor (ERP or MRP) and one exposure (beta) is technically not the (restricted) theoretical equilibrium CAPM (apparently, inaccessible anyway!). But, really, what is the *meaningful* difference?
bionicturtledotcom 1 year ago
this guy sounds like seth rogen LOL
lgaica 1 year ago
Can you show me how to do Triangular arbitrage on excel?
henry954 2 years ago
Your very good but you need a good understanding of the terminology to understand your videos - better than i have at least. so does the CAPM model consider one variable i.e. market risk and the APT model can considers more than one risk eg market risk, other risk etc...?
Jakers2009 2 years ago
Jakers2009, thanks for liking...sorry, it's hard to summarize APT in a few minutes...Yes, what you say is exactly true, that's the basic difference: CAPM uses (in a naive way) the total market premium but APT can use many factors including not limited to market factors (e.g., ROE is fundamental) or even "statistical factors" that have no obvious interpretation. Thanks, David
bionicturtledotcom 2 years ago
your videos are great- thank you
Jakers2009 2 years ago
thanks.
tallente 2 years ago