Sharp Ratio

‘P ast investment performance is not an indicator of future investment results’ is a required, responsible, and absolutely true investing footnote; an investing fact

16 Март, 2015 No Comment Read More

Modified Sharpe ratio – Calculate your performance

In the tradimo trading challenge, the modified sharpe ratio is the key concept on which the performance of the participating traders is measured. In

16 Март, 2015 No Comment Read More

How Sharp is the Sharpe Ratio

September 11, 2009 Any discussion on risk-adjusted performance measures must start with the grandfather of all risk measures the Sharpe Ratio or Reward to

16 Март, 2015 No Comment Read More

How Profitable Are HighFrequency Strategies

High frequency trading has been taking Wall Street by storm.  While no institution thoroughly tracks performance of high-frequency funds as of the date this

16 Март, 2015 No Comment Read More

How are CAPM and the Security Market Line related

It’s crunch time for the CFA crowd, and being done with the process definitely gives Memorial Day weekend a special sweetness for me. I

16 Март, 2015 No Comment Read More

An Algorithm for Finding a Portfolio with the Highest Sharpe Ratio

Page 1 ssrn.com/abstract=1767338 AN ALGORITHM FOR FINDING A PORTFOLIO WITH THE HIGHEST SHARPE RATIO Valentyn Khokhlov, MBA Corporate Finance and Investments Consultant Tel: +380-50-4779316

16 Март, 2015 No Comment Read More

Ah Yes Let’s Dismiss the Sharpe Ratio InvestorGeeks

Ah, Yes Let’s Dismiss the Sharpe Ratio Christian 15 March 2009 5,250 views One Comment I write trading systems for a living and as

16 Март, 2015 No Comment Read More

The path to value in PHCP distribution

Benfield's Blog The following blog is taken from an upcoming book released by Benfield Consulting titled, Building Value: Driving Wholesaler Returns through Strategic and

16 Март, 2015 No Comment Read More

Six Sigma

Since Lean and Six Sigma are so complimentary and are becoming so commonly used together by professionals in modern process improvement methods I reference

16 Март, 2015 No Comment Read More

Investment Lessons by Jeremy Grantham ROICBlog

Jeremy Granthams 10 Investment Lessons : (thanks to Cullen Thompson for forwarding) 1. Believe in history. history repeats and repeats, and forget it at

16 Март, 2015 No Comment Read More