<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Meow on Ruhenheim</title><link>https://ruhenheim.xyz/tags/meow/</link><description>Recent content in Meow on Ruhenheim</description><generator>Hugo</generator><language>en-us</language><lastBuildDate>Sat, 01 Feb 2025 00:00:00 +0000</lastBuildDate><atom:link href="https://ruhenheim.xyz/tags/meow/index.xml" rel="self" type="application/rss+xml"/><item><title>Context Matter: An Analysis of Angola Capital Market</title><link>https://ruhenheim.xyz/posts/mysterious-meow/</link><pubDate>Sat, 01 Feb 2025 00:00:00 +0000</pubDate><guid>https://ruhenheim.xyz/posts/mysterious-meow/</guid><description>&lt;h2 id="were-rich"&gt;We&amp;rsquo;re rich!&lt;/h2&gt;
&lt;p&gt;meow… meow rawr, meow meow meow!&lt;/p&gt;
&lt;h3 id="reasoning"&gt;reasoning&lt;/h3&gt;
&lt;p&gt;The fundamental relationship between risk and return in capital markets can be expressed as:&lt;/p&gt;
$$E(R_i) = R_f + \beta_i \left( E(R_m) - R_f \right)$$&lt;p&gt;Where:&lt;/p&gt;
&lt;ul&gt;
&lt;li&gt;$E(R_i)$ = Expected return on asset i&lt;/li&gt;
&lt;li&gt;$R_f$ = Risk-free rate&lt;/li&gt;
&lt;li&gt;$\beta_i$ = Beta coefficient (systematic risk)&lt;/li&gt;
&lt;li&gt;$E(R_m)$ = Expected market return&lt;/li&gt;
&lt;/ul&gt;
&lt;p&gt;This Capital Asset Pricing Model (CAPM) shows how context (market conditions) plus data (historical performance) plus action (investment decisions) determine information value in financial markets.&lt;/p&gt;</description></item><item><title>friends!!</title><link>https://ruhenheim.xyz/posts/friends/</link><pubDate>Wed, 29 Jan 2025 00:00:00 +0000</pubDate><guid>https://ruhenheim.xyz/posts/friends/</guid><description>&lt;p&gt;meow rawr meow meow, rawr!&lt;/p&gt;
&lt;p&gt;rawr meow, meow rawr rawr meow meow, rawr meow meow rawr!
rawr meow meow rawr, rawr meow meow meow rawr!&lt;/p&gt;</description></item></channel></rss>