Alpha Found 7. Multi factor Models

This is the seventh video in a long series describing a new model for stock market dynamics. The order of the videos is important and I strongly recommend that you don’t skip around.

Videos 1 – 8 could be considered review for those with a strong background in capital market theory. If you are comfortable with MPT, CAPM, multi-moment models, and multifactor models, then you could start with the 9th video.

There are over 200 equations and inequalities which are derived and implemented. Although the mathematics does not get beyond elementary statistics, the math is not obvious. To get the most from the ideas, at times it will be necessary to stop the video.

There is more analysis available. I will add videos as time permits.
The videos in the current playlist have been redone and reposted several times to accommodate a different numbering system for formulas, and to correct a number of typos. The view count and comments have been wiped out as a result.

The production quality is better on my computer, but by the time it gets posted on YouTube, quality is somewhat diminished. It is best seen in 1440p60 or higher.

All music by Joe Elliott and Friends: It’s Just Me, 2016, Used by permission.