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network profile
| bio | website | |
|---|---|---|
| location | Sydney, Australia | |
| age | ||
| visits | member for | 7 months |
| seen | 2 days ago | |
| stats | profile views | 1 |
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Mar 18 |
comment |
Is Optimization ignoring correlation valid? Are your backtested performance results Sharpe ratios or returns? The tangency portfolio in a no-covariance scenario could have higher returns (but lower Sharpe) than where you have positive and possibly negative covariances. |
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Feb 20 |
awarded | Supporter |
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Feb 18 |
answered | Is there an Australian Interbank Rate? |
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Jan 25 |
comment |
Why do low standard deviation stocks tend to have superior future returns? Do you mean risk-adjusted returns? |
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Jan 10 |
awarded | Teacher |
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Jan 9 |
answered | Video lectures and presentations on quantitative finance |
