Let’s Talk Drawdowns (And Affiliates) [0.08]

Posted on Aug. 1, 2017, 7:40 p.m. by QuantStrat TradeR @ [source]

This post will be directed towards those newer in investing, with an explanation of drawdowns–in my opinion, a simple and highly important risk statistic. Plenty of people around the world invest in it, and for a risk to reward payoff that is very bad, in my opinion.

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What is the Thorniest Problem in Finance ? [0.24]

Posted on June 5, 2017, 5 p.m. by The Big Picture @ [source]

William Sharpe, creator of a model that measures risk and reward, turns to retirement planning.

Challenging as those may appear, none compare to what Nobel laureate William Sharpe, 82, calls “decumulation,” or the use of savings in retirement.

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These ETFs Offer Better Risk/Reward Trade-off [0.20]

Posted on March 29, 2017, 4:15 p.m. by HOME @ [source]

This article is part of a regular series of thought leadership pieces from some of the more influential ETF strategists in the money management industry.

Some investment ideas in that space include the iShares MSCI EAFE ETF (EFA), the Goldman Sachs ActiveBeta International ETF (GSIE) and the iShares Currency Hedged MSCI EAFE (HEFA).

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The spot VIX index finished last Friday at 11.28, a relatively low number, while the SKEW index was making a new high.

We use 10000 paths in our MC simulation.

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