Maximize the Omega Ratio of an Investment Portfolio

This Excel spreadsheet finds the investment weights that maximize the Omega Ratio of a portfolio.  Under realistic conditions, this requires non-convex global optimizers  Excels

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Marketing ROI Formula Return on Investment Calculator

Return on investment (ROI) is a measure of the profit earned from each investment. Like the “return” (or profit) that you earn on your

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How To Analyze Data Using the Average

The average is a simple term with several meanings. The type of average to use depends on whether you’re adding, multiplying, grouping or dividing

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How to Calculate Normal Distribution

When applying statistical modeling to a set of data, the normal distribution refers to a bell-shaped probability function that is centered around the mean

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Computerized Investing

by Wayne A. Thorp, CFA In the Third Quarter 2011 issue of Computerized Investing, I began a discussion of how investors can use a

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A Better Way To Do Asset Allocation

In the fall of 2003 I was sitting in the lobby of a major wealth manager. Curious, I picked up a copy of their

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Using Absolute Return Funds to Hedge Against a Falling Stock Market

Buy low, sell high…right? Not necessarily. When many people think of investing in stocks. they think of purchasing a stock at one price and

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Rise service sector expands but consumer sentiment dips

A real state sign is seen near a row of homes in the Haight Ashbury neighborhood in San Francisco, California July 17, 2014. NEW

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The Best Mutual Funds for a Stock Market Decline

Fixed Income Funds According to New York University, stocks earned investors just over 1 percent per year between 2001 and 2010. During this same

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Scottrade InvestorTools

Start Your Comparison Enter up to five symbols separated by a comma or space. Note: The various funds you have chosen may not be

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