MoneyScience News |
- Blog Post: TheFinancialServicesClub: It may be Valentine's Day, but is he or she worth it? (Infographic)
- Blog Post: TheAlephBlog: Book Review: 'The Up Side of Downâ
- Published / Preprint: Information ratio analysis of momentum strategies. (arXiv:1402.3030v1 [q-fin.ST])
- Vendor News: February 13, 2014 - SS&C GlobeOp Hedge Fund Performance Index: January performance 1.39%; Capital Movement Index: February net flows advance 0.94%
| Posted: 14 Feb 2014 02:29 AM PST It’s Valentines day and Goldman Sachs is talking about bringing back the love into banking.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Book Review: 'The Up Side of Downâ Posted: 13 Feb 2014 09:50 PM PST Failure. We’ve all experienced it. Can we benefit from it? The answer is maybe, depending on the costs of failure.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Feb 2014 05:40 PM PST In the past 20 years, momentum or trend following strategies have become an established part of the investor toolbox. We introduce a new way of analyzing momentum strategies by looking at the information ratio (IR, average return divided by standard deviation). We calculate the theoretical IR of a momentum strategy and show that if momentum is mainly due to the positive autocorrelation in... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Feb 2014 05:03 AM PST    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |