How can I normalize a percent to a value while still deriving results from the percent?

My mathematics abilities are corroded (at ideal) and also I was asking yourself if I can select individuals is below minds on attempting to identify just how to approach what I'm doing. My trouble is a little bit domain name details so I located a proxy trouble that matches flawlessly and also with any luck is less complex to clarify (simply excuse any kind of inaccuraties connected to spending).

Claim you have all the rates of all the supplies in the securities market, the percent adjustment and also your attempting to look into a details return target (in percent). I after that attempt to see just how much percent of each supply returns amount to the target percent. It functions all right due to the fact that each thing is bound by 100 (%) yet due to the fact that its alot of information I'm attempting to see if there is a means to do it based upon a value and also not percent (claim no supply can amount to greater than 50% of my basket of supplies after that I reduced refining down by fifty percent). I'm not exactly sure just how to transform the percent to value and also get the very same outcomes.

Below is an instance: securities market has supplies with these returns: 10%,15%,30%, buck values of 10,5,2 (specifically), and also we intend to locate right to get 1% return.

10 * .10 = 1
10 * .07 + 15 * .02 = 1
10 * .04 + 15 * .04 = 1
10 * .01 + 15 * .06 = 1
10 * .07 + 30 * .01 = 1
10 * .04 + 15 * .02 + 30 * .01 = 1
10 * .01 + 15 * .04 + 30 * .01 = 1
10 * .04 + 30 * .02 = 1
10 * .01 + 15 * .02 + 30 * .02 = 1
10 * .01 + 30 * .03 = 1

This is a negative instance due to the fact that the highest possible percent of the value is.10 yet it can rise to 100%. We would certainly after that take the percent of the returns (2nd column) and also numerous it versus the value of the supplies and also identify the weight of each supply in our basket. In our real trouble it appears to offer the outcomes we desire yet refining time is insane when possibly we desire no supply to go beyond 10% yet we have no other way of recognizing just how much 10% of our basket will certainly lack transforming the above method right into a real basket.

Below is just how the discussion component jobs (sorry duplicating from succeed, could look hideous).

    percent weight  value weight    weight overall
a   10.00%          1           100.00%
total               1           100.00%

    percent weight  value weight    weight overall
a   1.00%           0.1         41.67%
b   2.00%           0.1         41.67%
c   2.00%           0.04        16.67%
total               0.24        100.00%

Just to summarize, actions are:

  1. identify just how much percent of returns are required to fulfill target percent
  2. transform percent of percent go back to real values by increasing versus real values
  3. making use of real values identify weight and also throw out ones that surpass our details limit

Is it feasible to in some way stabilize the first return & target percent so I can acquire the very same outcome yet from the value itself without needing to go via the 100 possibles per thing (100%) when we may actually just respect a 20% limit per value of thing? Doing it the existing means does not appear feasible given that what its claiming its 'you require x% of this supplies return' and afterwards we need to transform to see just how much that equals to in a basket. As I stated above, we are examining AFTER which to me is a waste of cpu power, I intend to see if we can recognize prior to hand and also not seek outcomes that we do not require.

I wish I clarified it appropriately yet if there is any kind of complication please allow me recognize. Many thanks!

p.s. for the last 2 days I've remained in python/excel attempting to figure this out, my suggestion was to take the percents and also increase them versus a base value (claim 100) and also attempt to transform it to the value yet I'm having problem due to the fact that the above estimation are stemmed from percents of returns and also target. I have not had any kind of success. There is a couple of troubles with transforming, just how can I get the very same outcomes if I do not recognize the total amount beforehand (when transforming, I'm increasing my new created percent versus the values after that weighting the amount to get the specific weights)?

2022-07-25 20:47:17
Source Share
Answers: 0