Author Archive

dancing-without-a-floor-sooner-or-later-a-crash-is_1 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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distribution-fitting-faq_1 Distribution Fitting FAQ

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-fed-s-discount-rate-hike_1 The Fed s discount rate hike

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_1 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_2 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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untitled-1_2 Untitled 1

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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here-come-hedged-mutual-funds_3 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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sharpe-ratio-limitations_1 Sharpe Ratio Limitations

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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sharpe-ratio_3 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

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modified-sharpe-ratio-calculate-your-performance_1 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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