Accurate Genomic Prediction Of Human Height — mentioned by beefman

Sat, 28 Dec 2019 02:47:03 GMT

An asset's Beta is the product of its market correlation and volatility ratio. Highly volatile assets can have beta near 1 even when they have low market correlation. That's why CAPM statistics usually include R-squared along with Beta. More generally, in constructing optimized portfolios, correlations are important, not Betas. To your original point, 30 large firms are generally plenty to capture the market factor, regardless of weighting. For one thing, market-weighted indices are dominated by their top names (the top 30 names in the S&P 500 constitute over 40% of the index presently). More…

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Accurate Genomic Prediction Of Human Height · HackerPapers discussions

Accurate Genomic Prediction Of Human Height — mentioned by beefman