My interest is in scanning 401k portfolios to image the
efficient frontier and highlite portfolios that have
high risk adjusted returns. The portfolio with highest Sharpe ratio will appear in the scan image for each 401k
plan posted.
We have been using the PSDS tool for several years while it is being developed and along the way have become "expert users". The design tool has helped us define our portfolio management process and given us a set of tools that allows us to test and compare different portfolios including our own. We have rediscovered many of the basic tenants of sound money management and also gain new insights to asset management. We thought we would show everyone what our current "Post Processed" scans look like when we complete our analysis... Here is a link to our website and a white paper on our portfolio process along with the 01.2008 post processed PDSD scans: http://www.raymondjames.com/branches/c2c/7gc/stantoncastleton/pdf/08_01_newsletter_special.pdf
We have been using the PSDS tool for several years while it is being developed and along the way have become "expert users". The design tool has helped us define our portfolio management process and given us a set of tools that allows us to test and compare different portfolios including our own. We have rediscovered many of the basic tenants of sound money management and also gain new insights to asset management. We thought we would show everyone what our current "Post Processed" scans look like when we complete our analysis... Here is a link to our website and a white paper on our portfolio process along with the 01.2008 post processed PDSD scans: http://www.raymondjames.com/branches/c2c/7gc/stantoncastleton/pdf/08_01_newsletter_special.pdf
ReplyDeleteHere is a beter link to the scan:
ReplyDeletehttp://tinyurl.com/4qlncm
Stanton & Castleton, Inc.