by James Damschroder | October 7, 2019 | Portfolio ThinkTank |
A backtest or back-test is a hypothetical simulation of an investment or trading strategy. Most backtesting is applied to timing entry and exit points for a particular asset. Backtesting is one of those things that can be easy to quick and hard to do right. Portfolio...
by James Damschroder | July 9, 2019 | Portfolio ThinkTank |
My name is James, and I’ve been a B2B fintech executive for 19 years, selling millions of dollars of tech to professional investors. Now, with Portfolio ThinkTank, I’m changing teams. Why are we launching Portfolio ThinkTank? Because I want to help regular investors...
by James Damschroder | August 19, 2015 | Blog |
Is WFOOSMPBT acronym worthy? A backtest has about as much credibility with professional investors as claims of sure things and guarantees. However, a backtest is an incredibly useful research tool—if it is done right. If it is done wrong, as most are, it gives a false...
by James Damschroder | September 6, 2011 | Blog |
This chart tells us that the portfolio being analyzed has a variance 60% captured in only one dimension. Minimizing the percentage of the portfolio captured in the first dimension is a routine output of our investment process and greatly reduces the susceptibility of...
by James Damschroder | April 15, 2011 | Blog |
Gsphere has the flexibility to compare any portfolio to any portfolio. You can compare the same portfolio over different time periods, various versions of the same holdings optimized with different settings or contrast a prospect’s holdings to a recommended...
