{"id":95,"date":"2020-04-17T15:33:43","date_gmt":"2020-04-17T15:33:43","guid":{"rendered":"http:\/\/burmistrov-srv.xyz\/blog\/?p=95"},"modified":"2020-04-17T15:33:43","modified_gmt":"2020-04-17T15:33:43","slug":"statistics-fan","status":"publish","type":"post","link":"https:\/\/burmistrov.xyz\/blog\/?p=95","title":{"rendered":"Statistics fan"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">I&#8217;m listening Financial markets course on Coursera platform and decided to make some math for russian market. However, results looks rather strange. At first I tried to figure out what data to use for risk and profit calculation. Averaging by month eliminates peaks, and make grath much smoother.<\/p>\n\n\n\n<!--more-->\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"592\" height=\"349\" src=\"http:\/\/burmistrov-srv.xyz\/blog\/wp-content\/uploads\/2020\/04\/RL_comparison-2.png\" alt=\"\" class=\"wp-image-96\" srcset=\"https:\/\/burmistrov.xyz\/blog\/wp-content\/uploads\/2020\/04\/RL_comparison-2.png 592w, https:\/\/burmistrov.xyz\/blog\/wp-content\/uploads\/2020\/04\/RL_comparison-2-300x177.png 300w\" sizes=\"auto, (max-width: 592px) 100vw, 592px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">As a result, for russian stocks ETF (FXRL) I got for daily averaging montly profit 1,48%  with risk 1,09% and for monthly averaging lower profit &#8211; 1,01% with higher risk &#8211; 4,03%.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Then, I decided to calculate portfolio risks and profits for different propotions of stocks and bonds (FXRB). For period from Jan-2017 till now profits for both tools are almost the same and extra stocks give extra risk.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"584\" height=\"348\" src=\"http:\/\/burmistrov-srv.xyz\/blog\/wp-content\/uploads\/2020\/04\/RB-RL_all-1.png\" alt=\"\" class=\"wp-image-97\" srcset=\"https:\/\/burmistrov.xyz\/blog\/wp-content\/uploads\/2020\/04\/RB-RL_all-1.png 584w, https:\/\/burmistrov.xyz\/blog\/wp-content\/uploads\/2020\/04\/RB-RL_all-1-300x179.png 300w\" sizes=\"auto, (max-width: 584px) 100vw, 584px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">However, getting 2017 period of time for calculation gives negative profit for stocks and looks like you should stay away from stocks at all and enjoy less risk with 14% profit.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"676\" height=\"410\" src=\"http:\/\/burmistrov-srv.xyz\/blog\/wp-content\/uploads\/2020\/04\/RB-RL_2017.png\" alt=\"\" class=\"wp-image-98\" srcset=\"https:\/\/burmistrov.xyz\/blog\/wp-content\/uploads\/2020\/04\/RB-RL_2017.png 676w, https:\/\/burmistrov.xyz\/blog\/wp-content\/uploads\/2020\/04\/RB-RL_2017-300x182.png 300w\" sizes=\"auto, (max-width: 676px) 100vw, 676px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">However both tools are dealing with assets in USD and close profit is a mere a result of currency rate fluctuation.  Still have many questions about all this data-tossing busyness. Looks more like a deeling with randomness rather then accurate forecasting<\/p>\n","protected":false},"excerpt":{"rendered":"<p>I&#8217;m listening Financial markets course on Coursera platform and decided to make some math for russian market. However, results looks rather strange. At first I tried to figure out what data to use for risk and profit calculation. Averaging by month eliminates peaks, and make grath much smoother.<\/p>\n","protected":false},"author":2,"featured_media":99,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[17],"tags":[109,112],"class_list":["post-95","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-money","tag-market","tag-money"],"_links":{"self":[{"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=\/wp\/v2\/posts\/95","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=95"}],"version-history":[{"count":0,"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=\/wp\/v2\/posts\/95\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=\/wp\/v2\/media\/99"}],"wp:attachment":[{"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=95"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=95"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/burmistrov.xyz\/blog\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=95"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}