Author Archive
IMF The era of cheap labor in China may be ending The Washington Post
If China were a fire-breathing dragon, demographics would be the fleshy patch on its belly, the vulnerability that could slow its remarkable economic rise.
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EasyFit . select the best fitting distribution and use it to make better decisions. learn more What Is Distribution Fitting? Distribution fitting is the
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The Federal Reserve Board announced on Thursday that it is raising the interest rate at which banks borrow from the Feds discount window to
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Risks opportunities in Indonesian higher education amid free trade
Opinion News As a member of ASEAN, Indonesia will soon be shouldering the region’s most comprehensive economic policy. The dream was to form an
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Fed Lowers Discount Rate to Calm Markets NPR
Listen Fed Policy Statements Aug. 17, 2007: Financial market conditions have deteriorated, and tighter credit conditions and increased uncertainty have the potential to restrain
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The Sharpe Ratio Consider two different strategies. One of them, Strategy #1, yields the P&L (profits and losses), shown on a log-scale, in the
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Sharpe ratio Your Own Hedge Fund
November 15, 2010 by Andrew 1 Comment I have talked at some length about historic annualised returns, information ratio, and maximum drawdown %, so
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Wouldnt it be great if there was a way to quantify the risk and reward associated with a given system? We could then use
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‘P ast investment performance is not an indicator of future investment results’ is a required, responsible, and absolutely true investing footnote; an investing fact
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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
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