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...Richard Arms in the 1970s, is a short-term [[technical analysis]] [[stock market]] [[trading indicator]] based on the [[Advance-Decline Data]].<ref>{{cite b ...sly displayed during trading hours, among other indices, on the [[New York Stock Exchange]]'s central wall display for the stocks traded on that exchange. ...

[[File:CML-plot.png|320px|thumb|Capital market line]] ...{cite web|title=CML|url=http://www.nasdaq.com/investing/glossary/c/capital-market-line|website=[[NASDAQ]]|publisher=nasdaq.com|access-date=15 May 2017}}</ref ...

...al trading, '''typical price''' (sometimes called the [[pivot point (stock market)|pivot point]]) refers to the arithmetic average of the high, low, and clos [[Category:Stock market]] ...

...xpected returns for a [[stock]], stock [[Stock market index|index]] or the market as whole. ...rence between the expected total return on a capitalization-weighted stock market index and the yield on a riskless government bond (in this case one with 10 ...

...al returns (α)''': Below-average returns that cannot be explained by below-market risk]] ...nterest rate|risk-free return]] and the X-axis is the excess return of the market in general. The slope of the SCL is the security's [[beta (finance)|beta]], ...

...rading day]] and the performance of the market during this day. Though the market indices give an idea about what has happened during the trading day, advanc ...ues. The formula for ADL is:<ref name="investopedia">{{ cite web | title = Market Breadth: Advance/Decline Indicators | url = http://www.investopedia.com/uni ...

...dvantage is that one need not worry about dividend payments on the shorted stock (if any, declared by the underlying security). ...s a stock, a synthetic underlying position is sometimes called a synthetic stock. ...

...h the overall stock market ([[Financial risk|risk]]) only on days when the market’s return is negative. Downside beta was first proposed by [[Roy's safety-fi ...th>i</math> and the market <math>m</math>, <math>u_m</math> as the average market excess return, and Cov and Var as the [[Covariance operator|covariance]] an ...

...l), the amount, a currency, and the volume (<math>\hbox{amount}\times\hbox{market price}</math> in given currency). ...ote (RFQ) system |url=https://www.emissions-euets.com/internal-electricity-market-glossary/1132-request-for-quote-system |website=www.emissions-euets.com |ac ...

...olume=14 | issue=3 | title=Pricing of european options when the underlying stock price follows a linear birth–death process | journal=Communications in Stat ...ox-Ross-Rubinstein model]] the [[Market (economics)|market]] consisting of stock and cash is not complete yet. To value and replicate a financial derivative ...

.../math> is the [[strike price]] of the option and <math> S </math> is the [[stock price]] at expiry. For [[stock]]s without [[dividend]], the chooser option can be replicated using one [[c ...

...k price correlation used for observing, analyzing and predicting the stock market dynamics. ...ent [[hedge funds]] and observed the patterns before the August 2007 stock market turbulence.<ref>Andrew W. Lo Amir E. Khandaniy. (2007). What happened to th ...

...for which the investors had to go through bad returns comparatively to the market. ...r performance of the asset is somehow mitigated by the overall loss of the market. Taking the [[ulcer index]] as a direct inspiration, the V2 ratio uses a [[ ...

...t + I_t - D_t</math>. The [[net (economics)|net]] increment to the capital stock is the difference between gross investment and depreciation, and is called ...: the market price of the capital at the beginning of the period minus its market price at the end of the period. ...

...del assumes an investor who considers that most securities are [[Efficient-market hypothesis|priced efficiently]], but who believes they have information tha ...made a prediction about alpha. In the active portfolio the weight of each stock is proportional to the alpha value divided by the variance of the residual ...

{{Short description|Model for stock portfolio management}} ...|issue=28 }}</ref> Momentum is the speed or velocity of price changes in a stock, security, or tradable instrument. ...

| predecessor = Chaikin Stock Research ...titative-stock-analysis-1454131645|title=Two Top Websites for Quantitative Stock Analysis|last=Hogan|first=Mike|access-date=2017-05-26|language=en-US}}</ref ...

...lio <math>(H_t)_{t=0}^T</math> (in physical units, i.e. the number of each stock) is self-financing (with trading on a finite set of times only) if ...3=Birgit|date=November 30, 2010|title=Set-valued risk measures for conical market models|class=q-fin.RM |eprint=1011.5986v1}}</ref> ...

*[[Capital market line]] *[[Security market line]] ...

...ancial markets as part of a [[trading strategy]] or by businesses to judge market sentiment and make better business decisions. ...and sell-side in alpha generation, trading execution, risk management, and market surveillance and compliance. There is however a good deal of variation in t ...