词汇:calculated

adj. 计算出的;有计划的;适合的

相关场景

fnd2_a_dbplanepdrtnplas:
An amount calculated as a basis for determining the extent of delayed recognition of the effects of changes in the fair value of assets. The expected return on plan assets is determined based on the expected long-term rate of return on plan assets and the market-related value of plan assets. | Matrix.
>> Fundamental Report Footnotes
group_mean(x, weight, group):
All elements in group equals to the mean; 1 /(group_mean(eps/close,1, industry)) ;group_mean(x, group) operator can be used to calculate harmonic mean of datafields. Harmonic mean gives equal weight to each value in terms of their reciprocal contribution and is considered a better method for calculating average for fundamental ratios and factors. For example, Harmonic mean of P/E ratio (price-to-earnings) for an industry can be calculated as:
>> Operators
组中的所有元素均等于平均值;1/(group_mean(每股收益/收盘价,1,行业));group_man(x,group)算子可用于计算数据场的调和均值。调和平均值根据它们的互易贡献赋予每个值相等的权重,被认为是计算基本比率和因子平均值的更好方法。例如,一个行业的市盈率(市盈率)的调和平均值可以计算为:
ts_product(x, d):
Returns product of x for the past d days; ts_product(x, d) can be used to calculate geometric mean of data fields. The geometric mean is generally a better method for averaging rates of return, growth rates of fundamentals. For example, geometric mean of daily stock returns for past 10 days can be calculated as: power(ts_product(returns, 10), 1/10)
>> Operators
Suppose we use a decay of 3 in our simulation settings. The final vector of weights in the Alpha would be calculated by combining today’s value with the previous day’s decayed value. In our example, we calculated the normalized weights in the Alpha as of February 2nd. Let’s assume that the normalized weights of stocks in the Alpha vector on February 1st and January 31st are as shown in Columns N and O, respectively.
>> worldquantbrain_4_program
假设我们在模拟设置中使用3的衰减。Alpha中的最终权重向量将通过将今天的值与前一天的衰减值相结合来计算。在我们的示例中,我们计算了截至2月2日的Alpha中的归一化权重。假设2月1日和1月31日Alpha向量中股票的归一化权重分别如N列和O列所示。
Based on those daily positions, PnL is calculated and displayed. By default, the BRAIN platform will normalize your weights (according to the operations you enter) and create a portfolio of $20 million (total booksize) worth of equity. (Note that a portfolio is just a collection of securities.) This can be better understood with the help of the PnL chart of the Alpha in our example rank(-returns)
>> worldquantbrain_4_program
基于这些每日位置,计算并显示PnL。默认情况下,BRAIN平台将使您的权重标准化(根据您输入的操作),并创建价值2000万美元(总账面规模)的股权投资组合。(请注意,投资组合只是证券的集合。)在我们的示例排名(-回报)中,借助阿尔法的PnL图可以更好地理解这一点
Margin is the simulated profit per dollar traded of an Alpha; calculated as:
>> worldquantbrain_4_program
保证金是Alpha交易的每美元模拟利润;计算如下:
the largest reduction in simulated PnL during a given period, expressed as a percentage. It is calculated as follows:
>> worldquantbrain_4_program
在给定时间段内模拟PnL的最大减少,以百分比表示。计算如下:
It calculates 1/close (using the closing price for the previous day), for each instrument in the basket "US: TOP3000" (i.e. top 3000 stocks in the US, by market capitalization). This creates a vector of 3000 values (one for each stock). This vector is then normalized, i.e. divided by the sum of its values(so that all the values sum up to 1). This creates a vector of "weights" for all the stocks, which is called a "Portfolio". Each weight represents the fraction of money invested in that stock. If our booksize is $20 Million, then the money invested in each stock is $20M x (weight of that stock in the portfolio). This is done for each day in the simulation period, and at the end of each day the total profit or loss made by our portfolio is calculated.
>> worldquantbrain_4_program
它为篮子“US:TOP3000”(即按市值计算的美国前3000只股票)中的每种工具计算1/close(使用前一天的收盘价)。这将创建一个包含3000个值的向量(每只股票一个值)。然后对该向量进行归一化,即除以其值之和(使所有值之和为1)。这为所有股票创建了一个“权重”向量,称为“投资组合”。每个权重代表投资于该股票的资金比例。如果我们的账面规模为2000万美元,那么投资于每只股票的金额为2000万加元x(该股票在投资组合中的权重)。这是在模拟期间的每一天完成的,在每天结束时计算我们的投资组合的总利润或亏损。
First, one might peruse blogs, journals and research papers on the internet to come up with an idea. The Alpha expression is entered in BRAIN and operations (like truncation,neutralization, decay) are performed on the raw Alpha. BRAIN makes investments (goes long or short) for all the instrumentsof the universe chosen in the Settings panel and the PnL is simulated. Then the performance is calculated (Sharpe, Turnover, Returns) as seen in the Simulation Results page. And if the Alpha is not deemed worthy, the Alpha idea is revised. Else, it enters production.
>> worldquantbrain_4_program
首先,人们可能会仔细阅读互联网上的博客、期刊和研究论文,想出一个想法。将Alpha表达式输入BRAIN,并对原始Alpha执行操作(如截断、中和、衰减)。BRAIN对“设置”面板中选择的所有工具进行投资(做多或做空),并模拟PnL。然后计算性能(Sharpe、营业额、回报),如“模拟结果”页面所示。如果阿尔法被认为不值得,阿尔法的想法就会被修改。否则,它将投入生产。
Zscore of the ratio between cash and short term debt is calculated with higher readings refer to higher ratio when compared with the market using fundamental data.
>> worldquantbrain_2
现金与短期债务比率的Zscore是使用基本面数据计算的,与市场相比,读数越高,意味着比率越高。
cap:
The total market value of a company's outstanding shares, calculated by multiplying share price by number of shares.
>> worldquantbrain_2
Implied Volatility:
Implied Volatility is a leading indicator derived from current market option prices using models like Black-Scholes, reflecting market participants' future expectations. Since it's calculated from option prices, it can also be considered another indicator of option prices.
>> worldquantbrain
隐含波动率是使用Black-Scholes等模型从当前市场期权价格中得出的领先指标,反映了市场参与者的未来预期。由于它是根据期权价格计算的,因此它也可以被视为期权价格的另一个指标。
Enterprise Value (EV):
Represents the total value of a company; Calculated as market cap plus debt, minority interest, and preferred shares, minus cash and cash equivalents; Updated frequently based on stock price changes; Considers a company's debt and cash position, unlike market cap alone;
>> worldquantbrain
代表公司的总价值;按市值加上债务、少数股权和优先股,减去现金和现金等价物计算;根据股价变化频繁更新;考虑公司的债务和现金状况,而不仅仅是市值;
Margin:
Margin represents how much PnL you obtained relative to the traded amount. It's calculated by dividing total PnL by the total traded amount. Note that Margin uses basis points (bps, ‱, or ten thousandths) as its unit of measurement, not %!
>> worldquantbrain
保证金表示您获得的PnL相对于交易金额的比例。它是通过将总PnL除以总交易量来计算的。请注意,Margin使用基点(bps、)或万分之一)作为计量单位,而不是%!
Doc:
Alright, let's set your destination time. This is the exact time you left. I'm gonna send you back at exactly the same time. It's be like you never left. Now, I painted a white line on the street way over there, that's where you start from. I've calculated the distance and wind resistance fresh to active from the moment the lightning strikes, at exactly 7 minutes and 22 seconds. When this alarm goes off you hit the gas.
>> Back to the Future 回到未来 1985 Movie Script
Meanwhile, we out-fitted the vehicle with this big pole and hook which runs directly into the flux-capacitor. At the calculated moment, you start off from down the street driving toward the cable execrating to eighty-eight miles per hour. According to the flyer,
>> Back to the Future 回到未来 1985 Movie Script
You just told me, one day you sat yourself down with a calendar and you calculated days.
>> 战争机器 War Machine (2017) Movie Script
“Or his dern pigs, if they’re so smart,” Soupy said. Both pigs were under the wagon. Pea Eye, who slept in the wagon, had to listen to their grunts and snores all night.Only the Irishman seemed sympathetic to Gus’s stance. “Why, it would only have left half of him,” he said. “Who wants to be half of himself?” “No, half would be about the hips,” Jasper calculated. “Half would be your nuts and all. Just your legs ain’t half.” Dish Boggett took no part in the conversation. He felt sad about Gus. He remembered that Gus had once lent him money to visit Lorena, and this memory lent another tone to his sadness. He had supposed Gus would go back and visit Lorena, but now, clearly, he couldn’t. She was there in Nebraska, waiting for Gus, who would never come.
>> Lonesome Dove 孤鸽镇
All day he persevered, dragging himself along. He stopped less frequently, because he found it hard to get started once he stopped. Rest was seductive, made more so by his tendency to improve the situation through imagination. Maybe the herd had moved north faster than he calculated. Maybe Call would show up the next day and save him the painful business of dragging along with his crutch.
>> Lonesome Dove 孤鸽镇
HAMMOND:
We're talking, my dear, about a calculated risk, which is the only option left to us. We will never find the command NEDRY used. He covered his tracks far too well, and I think it's obvious he's not coming back. So shutting down the system - -
>> 侏罗纪公园 1 Jurassic Park (1993) Movie Script
Just then Billy is knocked down by the lead pteranodon. It strikes from behind with a brutal, calculated beak to the head.
>> 侏罗纪公园3 Jurassic Park 3 (2001) Movie Script
Dan calculated that in order to fulfil these contracts, dozens of trucks would have to be loading and unloading goods all day.
>> The China Hustle Movie Script
MUSHTAQ:
I’ve calculated a sixty-five to seventy-five... COLONEL POWELL: If we can put the payload here or here, if we can still guarantee target fatality but reduce the collateral... A tense pause.
>> Eye In The Sky Movie Script
She’s taking a calculated risk here and she feels it.
>> Eye In The Sky Movie Script