by James Damschroder | August 19, 2015 | Blog |
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 sense of confidence or...
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 | February 28, 2011 | Blog |
