You're deploying a long term SDCA strategy. Market valuation analysis shows a Z-Score of 1.3 Long Term TPI is @ 0.4 (Previous: -0.2) Market valuation has been below 1.5Z for a few months. What is your optimal strategic choice? This is a combination of what you've learned in Long term and Medium term sections C Do not start DCA C Continue DCA Stop DCA C Pause DCA C Deploy LSI of remaining capitalYou're deploying a long term SDCA strategy. Market valuation analysis shows a Z-Score of 0.99 Long Term TPI is @ -0.5 (Previous: -0.25) Market valuation has not been below 1.5Z yet. What is your optimal strategic choice? This is a combination of what you've learned in Long term and Medium term sections C Do not start DCA C Continue DCA C Stop DCA C Pause DCA C Deploy LSI of remaining capitalYou're deploying a long term SDCA strategy. Market valuation analysis shows a Z-Score of 1.64 Long Term TPI is @ -0.9 (Previous: -0.7) Market valuation has been below 1.5Z for a couple of months. What is your optimal strategic choice? This is a combination of what you've learned in Long term and Medium term sections Do not start DCA Continue DCA Stop DCA Pause DCA Deploy LSI of remaining capitalA secret service courier carrying a briefcase with the codes to the USA's nuclear defense system has a mean delivery time of 1.3 hours with a standard deviation of 20 minutes. What is the probability you'll get your hands on the nuclear defense codes before North Korea launch a ICBM attack on the USA in 68 minutes. Hint: Think back to your stats lessons \fModern portfolio theory uses which two measurements to classify the efficiency of assets. Expected return & Probability density of negative returns Expected return & Standard density of millivariance Expected return & Standard deviation Expected return & Semivariance Is the following indicator trend following, or mean reverting? Therein / Tethanks . Ter . NANCY BTCUSDT 17 O Mean reversion C Trend followingIs the following indicator trend following, or mean reverting? BTLUSI Itcoin etherUS WILLIT O Trend following Mean reversionHow does one achieve 'time-coherence'? Volume Profiling. Price based levels of interest based on the aggregation of purchase data. Cannot be falsified. Entry Price/Exit Price Structuring. Strategic forecasting through the use of trend lines, Fibonacci levels and oscillator studies. Macroeconomic. Asset class trends derived from information coming from the real economy. Closely related to capital flows. Through the manipulation of chart time resolution or indicator calibrations to make the indicators operate over the same intended signal period. Lack of time coherence leads to: Excessive mixed interference. Signals converted into market beta. Excessive constructive interference. Signals producing too much alpha. Excessive destructive interference. Signals not producing alpha. Excessive constructive interference. Signals alpha decaying. Assuming the omega ratio is a superior method of classifying asset efficiency relative to the sortino ratio, which two measurements should ACTUALLY be used in modern portfolio theory? Expected return & Standard density of millivariance Expected return & Standard deviation Expected return & Semivariance Probability density of positive returns & Probability density of negative returns Using the Public MACRO BITCOIN scorecard spreadsheet (linked in its associated masterclass lesson - Long Term 32), create a COPY of it and perform a complete valuation analysis for the date 1/2/2023 (dd/mm/yyyy). The '"Overall Position' results in: Select closest answer \fWhich one of these "assets" is tangent to the efficient frontier? (Ultimate-MPT) No calculations necessary. O Sharpe: 1.9. Omega 8. O Sharpe: 2.2. Omega 5. O Sharpe: 1.3. Omega 8.1. Sharpe: 2. Omega 4