Research
Last update:
11/26/2019
Volatility Feeds Profits in Futures Industry
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703 Views •Selecting Money Managers
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1269 Views •Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
1082 Views •Why Client Returns Are Less Than Manager Track Records
742 Views •The ETR Comfort Ratio, a Better Way to Measure Return-to-Risk
3080 Views •The ETR Comfort Ratio (Improved version with Thresholds)
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3440 Views •The ETR Comfort Ratio, a Better Way to Measure Return-to-Risk
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1949 Views •Basso Interview Stocks & Commodities Magazine
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1416 Views •The ETR Comfort Ratio (Improved version with Thresholds)
1358 Views •Letter to Clients, Contacts, Friends Post 9/11/2001
1269 Views •raindrops_280519
1249 Views •Tom Basso - The Objective Observer
1196 Views •Ten Rules When Investing Improve Performance
1176 Views •Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
1082 Views •Wilcox/Crittenden 2005 Study On Trend Following In Stock Market
1073 Views •Thoughts On Trading Intelligently
1059 Views •Volatility Feeds Profits in Futures Industry
941 Views •Selecting Money Managers
933 Views •A Little Leverage Is Good, Too Much Dangerous
864 Views •Currencies Add Value To Your Portfolio
839 Views •PercentTimeSpentUpDownSideways
791 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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