While I am a believer of APT more than of CAPM, I will share some of my findings on CAPM. This is also the main reason why I believe APT over CAPM, as risky assets carry a bundle of different risk exposure, not just ERP, which means it can be in overlapping good times to reap yields as well as in bad times to tolerate through drawdowns.alpha asset capm higher market portfolio return securities spx weighted
The film takes place in Berlin, 1989, on the eve of the collapse of the Berlin Wall and the shifting of superpower alliances.
Atomic Blonde is an upcoming American spy action thriller film directed by David Leitch and written by Kurt Johnstad.agent alliance berlin david film john Leitch spy takes West
I was sitting in a darkened airplane reading the Business section of the “New York Times.” What kind of bizarre world do we live in where there’s more analysis and facts in the NYT than the supposed business paper of record, the “Wall Street Journal”?
But the music business stays in the same place using the same songwriters and producers to make the same sound.act artist business data Greek music selling sound yogurt Yoplait
One of the negatives of running a globally diversified portfolio of stocks for clients is that in years where the S&P 500 blows everything else away, you have to grit your teeth and show people the long-term evidence, sometimes repeatedly.
One of the positives is that it won’t be long before you’re vindicated.asset clients global international long major portfolio stock term years
This week, we speak with Chris Anderson, former award winning editor-in-chief of Wired, founder of 3D Robotics, author of the Long Tail, which won the Loeb Award for best business book of the year.
Next week, we speak with Duff McDonald, author of two critically well-regarded books: The Golden Passport about issues with Harvard Business School, and The Firm about the havoc wreaked by McKinsey & Co.Anderson Award book business china conversation describes Economist growth speak
We’ve added in release dates for any indicators that have not been reported yet for the month of May. We have had some weakening in the indicators, especially the higher frequency ones like BCI and WLIg, but nothing that has entered warning territory.BCI dates frequency general higher indicators picture Release reported weakening
In the previous installment, we discussed the use of a popular asset allocation/market timing rule (10M SMA rule hereafter) to size a short option position. All other parameters and rules are the same as in our previous post.delta Hedged market position significantly SMA static timing unhedged volatility
Trading strategy SM7M for SP500 (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $167,050.00 or 9.88% per year on average, maximum strategy drawdown 21,875.00 with Sharpe Ratio of 0.24.
Statistic, per 1 lot SP500 Symbol data Broker Ava Trade EU Ltd.
This is also not compounded to reflect real returns from the strategy, but the time.Ava EU Longs Ltd MN1 SM7M SP500 strategy trade trading
Trading strategy MRSI2M for BATSUK (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $43,663.49 or 4.96% per year on average, maximum strategy drawdown 7,723.30 with Sharpe Ratio of 0.23.
Statistic, per 1 lot BATSUK Symbol data Broker Ava Trade EU Ltd.
This is also not compounded to reflect real returns from the strategy, but the time.Ava BATSUK EU Longs Ltd MN1 MRSI2M strategy trade trading
Trading strategy WND2 for BERKSHIRE (Ava Trade EU Ltd.) on MN1, Longs, total profit for 1 lot is $44,200.00 or 8.38% per year on average, maximum strategy drawdown 7,810.00 with Sharpe Ratio of 0.32.
Statistic, per 1 lot BERKSHIRE Symbol data Broker Ava Trade EU Ltd.
This is also not compounded to reflect real returns from the strategy, but the time.Ava berkshire EU Longs Ltd MN1 strategy trade trading WND2
Trading strategy PPO2 for US30 (Pepperstone Group Limited) on MN1, Longs, total profit for 1 lot is $9,109.74 or 4.04% per year on average, maximum strategy drawdown 3,575.36 with Sharpe Ratio of 0.23.
Statistic, per 1 lot US30 Symbol data Broker Pepperstone Group Limited Description US Wall Street 30 Currency USD Required margin 94.74 Commission 2.65 Strategy health Fitness ratio1 1,435.94 Sharpe ratio (buy & hold) 0.23 (0.13) Sortino ratio (buy & hold) 0.24 (0.18) Average trade 86.76 Average win 313.96 Average loss -282.44 Win rate 0.62 Trades 28 Profitability Total profit 9,109.74 Profit per year 423.71 Profit per year, %2 4.04%* Strategy risk Max intrabar drawdown 1,574.43 Max drawdown 3,575.36 Abs.drawdown limited Pepperstone profit ratio sharpe strategy trade US30 win