Tag Archives: indices

Performance Attribution – getting under the hood with s&p dow jones indices links

 

This is from the latest guest blog I posted yesterday. Here some highlights where you can read this entire article including s&p dow jones indices here:

Understanding where returns really come from and what they mean

Attribution analysis involves comparing a portfolio’s performance against a set benchmark and unpacking the excess return to examine the impact of various investment decisions. We list below our selection of the best reports on the subject.

In our first two papers, we focus specifically on risk-adjusted returns, recognising that Modern Portfolio Theory assumes that higher risk should be compensated by higher returns. Register today for free and immediate access to the papers below – and 20,000 others!

SPIVA® Through a Risk-Adjusted Lens (S&P Dow Jones Indices, July 2018)

Modern portfolio theory purports that greater risks should be compensated with higher returns. S&P Dow Jones Indices examines actively managed funds and evaluates their risk-adjusted performance.

How Sharp is the Sharpe-Ratio? Risk-Adjusted Return Measures (StatPro, 2016)

This StatPro paper compares the Sharpe Ratio with a number of competing and complementary rations for assessing risk-adjusted returns.

Performance Attribution through a Factor Lens (Invesco Risk & Reward, July 2018)

Turn to p42 of Invesco’s quarterly Risk & Reward magazine for a six-page discussion of how standard attribution analysis techniques can be adjusted to develop a factor attribution which reconciles realistically with the investment process.

Total Portfolio Performance Attribution Methodology (Morningstar, 2015)

Morningstar reviews methods for analysing and attributing portfolio performance, decomposing returns into decisions that stem from the plan sponsor versus those that stem from the investment manager.

Only HOT bitcoin Ethereum is profitable crypto currency today. LAToken anyone?

If not, check out this article:

https://quantlabs.net/blog/2018/08/hot-btc-eth-profitable-crypto-currency-today

I have posted a new video to showcase in a slide presentation on the benefits of this membership. You an always join here if interested. (This was posted yesterday)

https://quantlabs.net/blog/2018/08/what-top-quant-grads-make-on-wall-st-huge-20-upper-moves-on-crypto/

 

Get your analytics info here

http://quantlabs.net/academy/quant-analytics/

Thanks Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Analysis on US and Canadian Indices and mutual funds

Analysis on US and Canadian Indices and mutual funds

This videos shows why you need to focus really on American ETFs if you are in North America

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Oanda preferred broker for forex commodity and indices

Oanda preferred broker for forex commodity and indices

As explained in my video with the impressive FX Trader APPLE IOS app

Join my FREE newsletter to learn more about which broker to go with 

NOTE: This was added from someone on my Facebook so thanks to him

 

https://github.com/StevenABrown/OTest

I also verified Oanda is on GitHub with all these samples:(as good as Interactive Brokers if it works)

https://github.com/oanda (EVEN MATLAB)

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

ATT Day trader or retail trader: Quant analytics for mutual fund and indices with examples from Britiain and Australia

ATT Day trader or retail trader: Quant analytics for mutual fund and indices with examples from Britiain and Australia

This is geared towards a retail trader or day trader or investor interested in picking a proper mutual fund or indices for Canada, USA, Britain, or Australia

Go here to download the samples

Or join here if you are interested in this NEW service

Join my FREE newsletter to learn more about this new analytics service

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Download our BRAND NEW samples for trading analysis for Mutual Funds and Indices performance from Canada and USA

Download our BRAND NEW samples for trading analysis for Mutual Funds and Indices performance from Canada and USA

Get our samples here s I just posted new scans of a promising market sector for Canada and USA

Get the sample here

Join our FREE newsletter to learn about our new trading analytics come full aboard

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

My quant analytics will now work with mutual funds and indices with beta and EPS analysis

My quant analytics will now work with mutual funds and indices with beta and EPS analysis

This may work with some adjustments in scripts and queries. Cool. This for this system here.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!