[...] who read my last post on the “problem with past performance”, know that empirical data shows that many industry standard methods for choosing Managed Futures [...] Read More
Hi David, Thanks for the feedback… I am aware of the arguments against using the Sharpe Ratio when evaluating CTAs but they don’t hold water with me. You might want to check o… Read More
This is a big problem throughout the whole investment industry. It is a human nature problem in that everyone wants to pick a winner. It has been reported that in two of the most successful… Read More
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