'Information ratio' presentation slideshows

Monitoring Active Portfolios: The CUSUM Approach

Monitoring Active Portfolios: The CUSUM Approach. Thomas K. Philips Chief Investment Officer Paradigm Asset Management (joint work with D. Stein and E. Yashchin). Agenda. Portfolio monitoring: problem formulation & description Sequential testing and process control The Cusum scheme

355 views • 31 slides

ETF Consumer Cyclicals

ETF Consumer Cyclicals. CHUA GUI FENG THUN JIE REN JAREN WONG JIN QIAN DARYL XI ZICHAO YOU ZHIRUN. Consumer Cyclicals. A category of stocks that rely heavily on the business cycle and economic conditions

186 views • 18 slides

Risk-Adjusted Performance and Informed Decision Making

Risk-Adjusted Performance and Informed Decision Making. Dr. Arun Muralidhar. www.mcubeit.com. Arun Muralidhar - Bio. Chairman of Mcube Investment Technologies, LLC and Managing Director at FX Concepts, Inc.

241 views • 14 slides

358 views • 13 slides