Research
Last update:
11/26/2019
Volatility Feeds Profits in Futures Industry
821 Views •Buying A Drawdown Makes Sense
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592 Views •Selecting Money Managers
814 Views •Letter to Clients, Contacts, Friends Post 9/11/2001
1099 Views •Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
933 Views •Why Client Returns Are Less Than Manager Track Records
625 Views •The ETR Comfort Ratio, a Better Way to Measure Return-to-Risk
2667 Views •The ETR Comfort Ratio (Improved version with Thresholds)
1081 Views •How This RANDOM Entry Beat The Market: The Tom Basso Coin Flip Proven and Explained
3087 Views •The ETR Comfort Ratio, a Better Way to Measure Return-to-Risk
2667 Views •Time Spent In Up, Down and Sideways Mkts 2018 Update
1679 Views •Opinion - Algos Are Getting A Bad Rap
1486 Views •Basso Interview Stocks & Commodities Magazine
1471 Views •The Value of Asset Allocation Combined with Rebalancing
1269 Views •Timing The Market Makes More Sense Than Buy&Hold
1266 Views •Letter to Clients, Contacts, Friends Post 9/11/2001
1099 Views •The ETR Comfort Ratio (Improved version with Thresholds)
1081 Views •raindrops_280519
1066 Views •Ten Rules When Investing Improve Performance
1018 Views •Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
933 Views •Wilcox/Crittenden 2005 Study On Trend Following In Stock Market
933 Views •Thoughts On Trading Intelligently
925 Views •Tom Basso - The Objective Observer
921 Views •Volatility Feeds Profits in Futures Industry
821 Views •Selecting Money Managers
814 Views •A Little Leverage Is Good, Too Much Dangerous
752 Views •Currencies Add Value To Your Portfolio
716 Views •PercentTimeSpentUpDownSideways
674 Views •This builds on the monthly ETR Comfort Ratio publish in 2018 by adding a Threshold for drawdown magnitude and time spent in a drawdown. Anything beyond those thresholds become discomfort and are accumulated. More robust way to use the ETR Comfort Ratio.
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| 1081 | Total Views |
| 779 | Members Views |
| 302 | Public Views |
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