Top Tweets for #markowitz
Casos pontuais não são evidência.
Quando viram narrativa,
só reforçam uma visão errada da realidade.
#SPIVA #GestaoAtiva #Estatistica #Evidencias #Markowitz
AI quietly upgrading the classic finance toolkit 📈
New paper is about using AI to upgrade classic finance models like #CAPM, #Markowitz portfolios and #Black_Litterman. Instead of throwing theory away, they plug in #news, social media and #text signals. Teams from Henley Business School, NUS, NTU, DBS Bank and #MIT show how NLP and LLMs improve returns, risk estimates and sentiment-aware investing, while raising questions on data quality, ethics and regulation that still keep models fairly interpretable.
📊 Dynamic inputs
AI plugs news and social data into CAPM, MVO and Black-Litterman so expected returns and risks update with real world events instead of frozen old historical averages and rigid assumptions.
🧠 Sentiment investing
Sentiment scores from news and social media create sentiment-aware versions of classic models that track investor mood, market regimes and anomalies for realistic pricing, forecasts and portfolio tilts across markets.
📚 Readable AI
LLMs read earnings reports, bank statements and filings to extract signals, which feed into risk matrices and return forecasts while keeping models traceable, interpretable and defensible for regulators and clients.
🌪️ Smarter risk
AI also helps estimate correlations, detect regime shifts and stabilize volatility surfaces, improving portfolio construction in market stress periods when simple covariance estimates usually break down badly for ordinary investors.
⚠️ Open questions
Authors warn on data quality, fake news, model error control and ethics, and call for future research that pushes AI beyond sentiment into richer text, network and knowledge based signals.
Authors and affiliations
Frank Xing, Kelvin Du, Gianmarco Mengaldo, Erik Cambria, Roy Welsch
Henley Business School, DBS Bank, National University of Singapore, Nanyang Technological University, MIT Sloan School of Management
Link to the paper: https://t.co/KO7sb77xRe
I started a monthly digest that cuts out all the noise in #Quant_Finance & #AI/#LLM research. Just the things that actually matter. Friends keep telling me it saves them a ton of time.
Sign up here: https://t.co/TCb9hARa5H
Here are past issues if you want a peek: https://t.co/PWTMaPbnZn
Ni siquiera #Markowitz aplicaba su propio modelo y les aseguro que yo no conozco a nadie que lo haga más allá de demostarr cierta (inútil) complejidad científica
Los únicos beta que me gustan, son los peces "luchadores de Siam"
7/8
La idea surgió en los años 50 de la mano de #Markowitz a lo que #Modigliani y #Miller se unieron con entusiasmo en los 60 despreciando todo aquello que "desajustaba" la ecuación (dividendos y estructura de capital)
3/8
Why #Diversification Is Failing.
For years #advisors have relied on #Markowitz's Modern Portfolio Theory for asset allocation models. But over the last 15-years it has only created performance lags as the rise of #passive #investing morphed #markets into a momentum machine.
https://t.co/qMtNTbXiDM
A 25-year-old student rewrote investing with 14 pages & basic math.
#Markowitz proved you could mix $AAPL, $MSFT, $XOM, $GLD, assets that don’t move together, to cut risk without killing returns.
Wall Street laughed.
Then came the crashes.
Now it’s called Modern Portfolio
@PropositoyVida En ese orden de ideas, la teoría de portafolio de #Markowitz empieza a perder vigencia 🤔 @PalenciaDiego @juligalpo @_mpaulaq_
En el blog tenéis tenéis varios apuntes sobre como estructurar una #cartera de activos. Conceptos como #diversificacion, #correlacion y #Markowitz entre otros. Dale un vistazo 👍
https://t.co/d8fHdXGEch
[COLUMNA @latercera] Nuestro investigador principal Arturo Cifuentes critica la definición de riesgo de #FrankKnight, que no distingue entre resultados favorables y desfavorables, afectando teorías económicas como la de #Markowitz. Además, destaca la #incertidumbre epistemológica de #Keynes.
Columna completa aquí 👇
https://t.co/hqdQWuAkYm
![ClapesUC's tweet photo. [COLUMNA @latercera] Nuestro investigador principal Arturo Cifuentes critica la definición de riesgo de #FrankKnight, que no distingue entre resultados favorables y desfavorables, afectando teorías económicas como la de #Markowitz. Además, destaca la #incertidumbre epistemológica de #Keynes.
Columna completa aquí 👇
https://t.co/hqdQWuAkYm](https://pbs.twimg.com/media/GaFxmV4WwAAdD6k.jpg)
#Markowitz #Algorithm flashing red on everything except commodities (industrial uranium, coppear, etc) and short plays such as #SQQQ $SQQQ specifically on the Tech Market short.
#Tech #IoT market is experiencing tourbulance as #QQQ $QQQ #NDAQ $NDAQ shows the last few days lots of #outflows
Keep your #hedges sharp and watch for #MA200 on #Nasdaq tickers as we verify if this move is #consolidation correction or if we will be moving towards #recession/#depression
About the #Algo:
This bot runs Markov chain Monte Carlo modeling for 10,000 test portfolios back tested since 2000 (biggest decision here is that after all the inflationary progression has begun with the chaos of rinse and repeat "#recessions" .com , #GFC, #Covid, and smaller ones in between that were "silenced" with money printing and low interest rates. So 2000 is an ideal starting point for this chaotic moving market.
To buy the code and continue working on it yourself you can find it in my code shop:
https://t.co/mYUkOqtgFd
To use this bot in the Super Scholar community you can join with base membership:
https://t.co/gde90eXLHJ
Kendi Portföyünüzü Yönetmeye Başlamanın Tam Zamanı.
Seda Peksevim’den Kazandıran Portföyler Oluşturmak Eğitimi İle Hisseni Seç, Testini Yap, Öne Geç!
Eğitime Git: https://t.co/ZCrnTiQGBX
#borfin #kazanmayıöğren #markowitz #blacklitterman
$ISLA is trading at almost double the price on #Ethereum compared to its counterpart on #Polygon.
Take a look at the price disparity at https://t.co/ZXrIV9XwML. Who's going to capitalize on this #arbitrage chance?
#Diversification is the only free lunch - Harry #Markowitz.
Eylül'de #markowitz teorisini basitçe yazmıştım. Zaten mantık çok basit "getiri eşit veya yakınsa, risksiz varlığı seç"✅
Şimdi herkes #bist100 neden düşüyor diyor?
Cevap çok basit bir sirkete yüzde %50 getiri vermişler, #tcmb faiz artiriyor risksiz #faiz yüzde 50 ✅ peki sonra;
Arkadaşlar 21 Eylül'de faiz toplantısı var. #endeks için kısa vadede yukarıdaki marj çok azdı. Risk getiri oranına bakınca düşüş yaşandı.
#markowitz teorisine göre "getirisi aynı iki varlıktan, riski düşük olan seçilir"
Burada #faiz toplantısının önemi ve #borsa etkisi anlaşılır
Bazı arkadaşlara boş geliyor ama #markowitz teorisi haklı çıktı gördüğümüz gibi.
Teoride diyor ki "iki ürünün getirisi yakınsa riski düşük olan tercih edilir"
Bugün @FiyatHedef 'tan bakın getiriler ortalama %50 civarı #mevduat faizi bu veya yukarı.
Bu yüzden marj açmak şart 😉
#BorsaIstanbul neden sert yükselmek yerine sert zigzaglar çizmeye başladı?
Daha önce #markowitz teorisini anlatmıştım . Bu tamamen davranışsal finans konusu.
#yatırımcı iki ürünün getirisi aynı ise riski düşük olanı tercih eder.
#hisse beklentisi %50 ise faiz %50 ise tercih faiz
#BorsaIstanbul neden sert yükselmek yerine sert zigzaglar çizmeye başladı?
Daha önce #markowitz teorisini anlatmıştım . Bu tamamen davranışsal finans konusu.
#yatırımcı iki ürünün getirisi aynı ise riski düşük olanı tercih eder.
#hisse beklentisi %50 ise faiz %50 ise tercih faiz
#markowitz teorisini şu şekilde örneklendireyim.
#sise #işyatırım tahmini %50 civarı getiriye sahip.
Bugün bir banka %40 civarı #faiz veriyor. Hafta içi bir toplantı daha var.
Burada #yatırımcı riski girerek mi %50 kazanç yakalamak ister, riske girmeden mi?
Önümüzde #tcmb önemli
Arkadaşlar 21 Eylül'de faiz toplantısı var. #endeks için kısa vadede yukarıdaki marj çok azdı. Risk getiri oranına bakınca düşüş yaşandı.
#markowitz teorisine göre "getirisi aynı iki varlıktan, riski düşük olan seçilir"
Burada #faiz toplantısının önemi ve #borsa etkisi anlaşılır
📢 Live Stream Alert! 🚀
Join us today on Binance feed as we dive deep into the world of #CryptoTrading. We'll be uncovering the secrets of maintaining long-term profits using #ElliottWaves and #Markowitz.
Want to make sense of market fluctuations? 📈📉 Want to construct a diversified investment portfolio? 🌐 We got you covered!
🔹Learn how to predict trends with Elliott Waves Theory 🌊
🔹Find out how Harry Markowitz's modern portfolio theory can maximise your returns & reduce risk 📊
This isn't just another stream, it's your chance to get ahead in the game and turn those profit dreams into reality! 💰
🗓 When: Today
⏰ Time: Right now
📍 Where: https://t.co/ArOsJD8pOM
Don't miss out! The path to smart and sustainable crypto trading starts here. 🚀
🤖 [#AI] Prendendo le mosse dalla notizia della scomparsa di #Markowitz @MarcoCapps intervista fra gli altri Matteo Germano, @Amundi_ENG , sul ruolo che l’#IA può svolgere nella costruzione dei portafogli.
Corri in edicola!
@MilanoFinanza #assetallocation #alpha #rischio #dati
![pastore_debora's tweet photo. 🤖 [#AI] Prendendo le mosse dalla notizia della scomparsa di #Markowitz @MarcoCapps intervista fra gli altri Matteo Germano, @Amundi_ENG , sul ruolo che l’#IA può svolgere nella costruzione dei portafogli.
Corri in edicola!
@MilanoFinanza #assetallocation #alpha #rischio #dati https://t.co/9OsuZJOApo](https://pbs.twimg.com/media/F1pehCMXgAEdLTz.jpg)
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