Understanding Z-Scores and Their Shape of Distribution
Learn about the sum of the squared z-scores being equal to the number of z-score values and the shape of the distribution of z-scores being the same as the original shape of the distribution of the underlying data. Understand why this is important in single- or multi-factor investing.
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Corey Hoffstein π΄ββ οΈ
CIO @ Newfound Research. π₯ Return Stacking // π Liquidity Cascades // π Rebalance Timing Luck. Risk cannot be destroyed, only transformed.