Tuesday, July 3, 2012
Monday, July 2, 2012
Saturday, June 30, 2012
World 20 ETF Porfolio Scan With Covariance
As this 12-31-2011 Chart shows the World 20 ETF Portfolio has more true volatility than an older investor like myself may want to manage. It requires frequent trades as Countries move in and out of the Balanced portfolio defined by the highest Sharpe ratio. That portfolio's true standard deviation is a lot higher than I expected. More on this issue in a TechNote I am writing.
Friday, June 29, 2012
Thursday, June 28, 2012
Wednesday, June 27, 2012
Tuesday, June 26, 2012
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