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1647 1
2010-05-18
【出版时间及名称】:England to Win the World Cup!
        
【作者】:
J.P.Morgan
        
【文件格式】:
pdf
        
【页数】:
69
        
【目录或简介】:

Quant Models are mathematical methods built to efficiently screen and

identify stocks.

They are based on information and data (analyst upgrades, valuation

metrics etc) proven to help predict stock returns.

Having developed a rather successful Quant Model over the years, we

intend to introduce it to our readers and also use its methodology to

apply it to a fruitful field for statistics: Football and the World Cup.

In this Model, we focus on market prices, FIFA Ranking, historical

results, our J.P. Morgan Team Strength Indicator etc to come up with a

mathematical model built to predict match results.

Ultimately our Model indicates Brazil as being the strongest team

taking part in the tournament. However, due to the fixture schedule our

Model predicts the following final outcome:

- 3rd: Netherlands

- 2nd: Spain

- World Cup Winners: England

Alternatively, we point out that the 3 favourite teams (from market

prices recorded on 30 April of 3.9-to-1 for Spain, 5-to-1 for Brazil and

5.4-to-1 for England) represent a 52.5% probability of winning the

World Cup.

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摩根大通-England to Win the World Cup!.pdf

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2010-5-18 16:14:54
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