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Почему инвесторам важно учитывать «переполненность» факторных стратегий НАСТОЯЩИЙ МАТЕРИАЛ (ИНФОРМАЦИЯ) ПРОИЗВЕДЕН И РАСПРОСТРАНЕН ИНОСТРАННЫМ АГЕНТОМ THE BELL ЛИБО КАСАЕТСЯ ДЕЯТЕЛЬНОСТИ ИНОСТРАННОГО АГЕНТА THE BELL. 18+ В последние годы «переполненность»…
Количественные оценки потенциального краха стратегии «моментум» на американском рынке акций

НАСТОЯЩИЙ МАТЕРИАЛ (ИНФОРМАЦИЯ) ПРОИЗВЕДЕН И РАСПРОСТРАНЕН ИНОСТРАННЫМ АГЕНТОМ THE BELL ЛИБО КАСАЕТСЯ ДЕЯТЕЛЬНОСТИ ИНОСТРАННОГО АГЕНТА THE BELL. 18+

Продолжаем цикл статей аналитика Movchan’s Group Сергея Гурова про факторные стратегии.

В этом материале на примере стратегии «моментум», которая стабильно растет с 2016 года, показывается, как можно оценить масштаб ее возможного краха.



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Количественные оценки потенциального краха стратегии «моментум» на американском рынке акций

НАСТОЯЩИЙ МАТЕРИАЛ (ИНФОРМАЦИЯ) ПРОИЗВЕДЕН И РАСПРОСТРАНЕН ИНОСТРАННЫМ АГЕНТОМ THE BELL ЛИБО КАСАЕТСЯ ДЕЯТЕЛЬНОСТИ ИНОСТРАННОГО АГЕНТА THE BELL. 18+

Продолжаем цикл статей аналитика Movchan’s Group Сергея Гурова про факторные стратегии.

В этом материале на примере стратегии «моментум», которая стабильно растет с 2016 года, показывается, как можно оценить масштаб ее возможного краха.

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Apparently upbeat developments in Russia's discussions with Ukraine helped at least temporarily send investors back into risk assets. Russian President Vladimir Putin said during a meeting with his Belarusian counterpart Alexander Lukashenko that there were "certain positive developments" occurring in the talks with Ukraine, according to a transcript of their meeting. Putin added that discussions were happening "almost on a daily basis." Since its launch in 2013, Telegram has grown from a simple messaging app to a broadcast network. Its user base isn’t as vast as WhatsApp’s, and its broadcast platform is a fraction the size of Twitter, but it’s nonetheless showing its use. While Telegram has been embroiled in controversy for much of its life, it has become a vital source of communication during the invasion of Ukraine. But, if all of this is new to you, let us explain, dear friends, what on Earth a Telegram is meant to be, and why you should, or should not, need to care. Since January 2022, the SC has received a total of 47 complaints and enquiries on illegal investment schemes promoted through Telegram. These fraudulent schemes offer non-existent investment opportunities, promising very attractive and risk-free returns within a short span of time. They commonly offer unrealistic returns of as high as 1,000% within 24 hours or even within a few hours. Just days after Russia invaded Ukraine, Durov wrote that Telegram was "increasingly becoming a source of unverified information," and he worried about the app being used to "incite ethnic hatred." Emerson Brooking, a disinformation expert at the Atlantic Council's Digital Forensic Research Lab, said: "Back in the Wild West period of content moderation, like 2014 or 2015, maybe they could have gotten away with it, but it stands in marked contrast with how other companies run themselves today."
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