Research
Last update:
11/26/2019
Volatility Feeds Profits in Futures Industry
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1641 Views •The ETR Comfort Ratio (Improved version with Thresholds)
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1391 Views •Ten Rules When Investing Improve Performance
1321 Views •Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
1199 Views •Wilcox/Crittenden 2005 Study On Trend Following In Stock Market
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1156 Views •Volatility Feeds Profits in Futures Industry
1061 Views •Selecting Money Managers
1049 Views •A Little Leverage Is Good, Too Much Dangerous
996 Views •Currencies Add Value To Your Portfolio
928 Views •PercentTimeSpentUpDownSideways
909 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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| 1630 | Total Views |
| 779 | Members Views |
| 851 | Public Views |
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