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Santa Claus Rally [0.10]

Posted on Dec. 13, 2016, 1:34 p.m. by QuantLab @ [source]

Will Santa come to town bearing gifts in the form of a rally in equites in the final week of the year? If you are not familiar with the Santa Claus rally, as this has come to be known as, it's the tendency for equities to rally during the final week of the year.

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Alternative to the Sharpe Ratio [0.14]

Posted on Nov. 7, 2016, 1:39 p.m. by QuantLab @ [source]

A well-known and often quoted measure of risk is the Sharpe ratio. This characteristic makes the Sharpe ratio an easy and commonly used statistic to measure the skill of a manager and can be interpreted as follows: SR >1 = lots of skill, SR 0.5-1= skilled, SR 0-0.5 = low skilled, SR = 0 = no skill and conversely for negative numbers.

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A Passive Diversified ETF Portfolio [0.14]

Posted on Oct. 11, 2016, 7:01 p.m. by QuantLab @ [source]