【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.