Research
Last update:
11/26/2019
Volatility Feeds Profits in Futures Industry
759 Views •Buying A Drawdown Makes Sense
616 Views •CTAs Normally Go Through Cycles
546 Views •CTAs Add Value, Reduce Risk of Hedge Funds
528 Views •Selecting Money Managers
763 Views •Letter to Clients, Contacts, Friends Post 9/11/2001
1021 Views •Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
859 Views •Why Client Returns Are Less Than Manager Track Records
572 Views •The ETR Comfort Ratio, a Better Way to Measure Return-to-Risk
2497 Views •The ETR Comfort Ratio (Improved version with Thresholds)
985 Views •How This RANDOM Entry Beat The Market: The Tom Basso Coin Flip Proven and Explained
2903 Views •The ETR Comfort Ratio, a Better Way to Measure Return-to-Risk
2497 Views •Time Spent In Up, Down and Sideways Mkts 2018 Update
1505 Views •Opinion - Algos Are Getting A Bad Rap
1327 Views •Basso Interview Stocks & Commodities Magazine
1316 Views •Timing The Market Makes More Sense Than Buy&Hold
1198 Views •The Value of Asset Allocation Combined with Rebalancing
1189 Views •Letter to Clients, Contacts, Friends Post 9/11/2001
1021 Views •raindrops_280519
998 Views •The ETR Comfort Ratio (Improved version with Thresholds)
985 Views •Ten Rules When Investing Improve Performance
936 Views •Thoughts On Trading Intelligently
866 Views •Low Sharpe Investment Addition Can Increase Sharpe Of Total Portfolio
859 Views •Wilcox/Crittenden 2005 Study On Trend Following In Stock Market
858 Views •Tom Basso - The Objective Observer
767 Views •Selecting Money Managers
763 Views •Volatility Feeds Profits in Futures Industry
759 Views •A Little Leverage Is Good, Too Much Dangerous
703 Views •Currencies Add Value To Your Portfolio
664 Views •Buying A Drawdown Makes Sense
616 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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| 985 | Total Views |
| 779 | Members Views |
| 206 | Public Views |
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