1. Home
  2. Detail

@deniabex.i: Vidio boleh di ambil gpp, jangan lupa tinggalkan like #gresikvibes #deniabex

ABEX
ABEX
Open In TikTok:
Region: ID
Wednesday 19 November 2025 11:20:57 GMT
34226
2989
19
210

Music

Download

No Watermark .mp4 (4.87MB) No Watermark(HD) .mp4 (3.71MB) Watermark .mp4 (5.39MB) Music .mp3

Comments

ri.hayu
vanillalatte :
Prapatan pasar Gresik kah?
2025-11-19 12:40:03
15
sapuuuuuuuuuuuuuuu
imnothama :
lws
2025-11-20 17:28:17
0
dwasyh
❤️‍🔥 :
kangen kota lamaku
2025-11-22 04:57:49
0
itsmynetha
natasha netha :
vibes e grsik emg selalu dpt
2025-11-21 02:48:36
1
wiva1615
wiva🫁 :
gresikku masio sumpek tetep ngangeni🔥🔥🔥
2025-11-21 03:20:43
0
rep_punk
QUEEN :
ijin ambil ya bang☺
2025-11-21 01:47:02
0
_besuci2806
Yamaha Yes Menganti Suci :
asekkkkk
2025-11-20 15:19:51
0
iyasiyas34
Rizka servis :
bendino liwat situ🤣🤣🤣
2025-11-19 12:43:09
1
pessona_ayu
Pessona Ayu :
Per4an pasar omah ku🤭👍
2025-11-20 17:52:47
0
tiramisyuuu228
Tiramisyuuu :
izin ambil vid nya ya kakkkk
2025-11-20 13:20:31
0
gaadaorangnya95
gaadaorangnya :
gak oleh lawan arus😭
2025-11-20 05:25:06
18
xshrnkho
tokolho :
@Satsamapta Polres Gresik lawan arus😂
2025-11-21 05:27:47
2
mardiana.zulfiah
Mardiana Zulfiah :
makasih banyak @abex
2025-11-19 21:10:31
0
aprielmoop24
April moop :
@NS onk awkmu lwt antri sego babat
2025-11-20 13:30:35
0
To see more videos from user @deniabex.i, please go to the Tikwm homepage.

Other Videos

GRWM to work as inverted triangle in corporate #fyp #invertedtriangle #grwm #fashion #corperatetiktok
GRWM to work as inverted triangle in corporate #fyp #invertedtriangle #grwm #fashion #corperatetiktok
4K_WALLPAPERS #lockscreenwallpaper #8kwallpaper #hdwallpapers #4kultrahd #4kultrahd01 #wallpaper #lockscreen #newwallpaper #4kwallpaper #hdwallpaper #4kultrahd #foryou #foryoupage #viral #video #grow #account#foryou #snow #feliznavidad, #domingo, #happysunday #mancity #intermiami
4K_WALLPAPERS #lockscreenwallpaper #8kwallpaper #hdwallpapers #4kultrahd #4kultrahd01 #wallpaper #lockscreen #newwallpaper #4kwallpaper #hdwallpaper #4kultrahd #foryou #foryoupage #viral #video #grow #account#foryou #snow #feliznavidad, #domingo, #happysunday #mancity #intermiami
#foryoupage❤️❤️
#foryoupage❤️❤️


.راح اروح ورجع الكاه صاعد #شعب_الصيني_ماله_حل😂😂. #CapCut #متخب_العراقي #صعدوني_اكسبلورر #مالي_خلق_احط_هاشتاقات🦦
.راح اروح ورجع الكاه صاعد #شعب_الصيني_ماله_حل😂😂. #CapCut #متخب_العراقي #صعدوني_اكسبلورر #مالي_خلق_احط_هاشتاقات🦦
The 3 Quant Strategies That Print Money on Wall Street. Mean reversion, momentum, and factor investing form the foundation of how institutional models trade and allocate capital. Attached to this post is a complete technical playbook covering implementation, risk management, and validation methodology for each approach. Mean Reversion: Pairs trading using cointegration tests, z-score signal construction, statistical arbitrage portfolio design, Ornstein-Uhlenbeck mean reversion modeling, and half-life estimation for entry timing. Momentum: Time-series momentum with volatility scaling, cross-sectional ranking systems, lookback window optimization, managing momentum crashes during volatility spikes, and combining multiple timeframe signals. Factor Investing: Value factor implementation using price-to-book and earnings metrics, quality factor scoring with ROE and leverage ratios, low volatility portfolio construction, multi-factor combination methods, and factor attribution analysis. Backtesting Framework: Point-in-time data requirements, avoiding lookahead bias and survivorship bias, transaction cost modeling including slippage and market impact, walk-forward validation procedures, and out-of-sample testing protocols. Risk Management: Position sizing using Kelly criterion and volatility targeting, drawdown controls, factor exposure hedging, correlation monitoring, and dynamic leverage adjustment during regime changes. Learning Path: Mathematics foundations including linear algebra and time series analysis, programming requirements with Python and statistical libraries, progression from basic pairs trading through multi-factor portfolio optimization. Key Realities: Transaction costs consume profits faster than models predict. Overfitting generates impressive backtests and terrible live performance. Strategies degrade when capital floods into the same signals. Proper validation matters more than signal sophistication. Download the attached document for complete implementation details. Follow Johannes Meyer for more. Join the Quant Enthusiasts Discord: https://lnkd.in/dihdnihy #quantitativefinance #quant #trading #algotrading #systematictrading
The 3 Quant Strategies That Print Money on Wall Street. Mean reversion, momentum, and factor investing form the foundation of how institutional models trade and allocate capital. Attached to this post is a complete technical playbook covering implementation, risk management, and validation methodology for each approach. Mean Reversion: Pairs trading using cointegration tests, z-score signal construction, statistical arbitrage portfolio design, Ornstein-Uhlenbeck mean reversion modeling, and half-life estimation for entry timing. Momentum: Time-series momentum with volatility scaling, cross-sectional ranking systems, lookback window optimization, managing momentum crashes during volatility spikes, and combining multiple timeframe signals. Factor Investing: Value factor implementation using price-to-book and earnings metrics, quality factor scoring with ROE and leverage ratios, low volatility portfolio construction, multi-factor combination methods, and factor attribution analysis. Backtesting Framework: Point-in-time data requirements, avoiding lookahead bias and survivorship bias, transaction cost modeling including slippage and market impact, walk-forward validation procedures, and out-of-sample testing protocols. Risk Management: Position sizing using Kelly criterion and volatility targeting, drawdown controls, factor exposure hedging, correlation monitoring, and dynamic leverage adjustment during regime changes. Learning Path: Mathematics foundations including linear algebra and time series analysis, programming requirements with Python and statistical libraries, progression from basic pairs trading through multi-factor portfolio optimization. Key Realities: Transaction costs consume profits faster than models predict. Overfitting generates impressive backtests and terrible live performance. Strategies degrade when capital floods into the same signals. Proper validation matters more than signal sophistication. Download the attached document for complete implementation details. Follow Johannes Meyer for more. Join the Quant Enthusiasts Discord: https://lnkd.in/dihdnihy #quantitativefinance #quant #trading #algotrading #systematictrading

About

Legal