http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/ Trading, Investing, Politics, Whatever Sat, 06 Sep 2008 18:26:59 +0000 http://wordpress.org/?v=2.3.3 http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-91744 Timing Model Update Mon, 11 Aug 2008 02:34:07 +0000 http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-91744 [...] Timing portfolio is an attempt to generate slightly above-market returns — it has a relative benchmark — with significantly lower-than-market volatility, while being as simple and slow-moving as [...] […] Timing portfolio is an attempt to generate slightly above-market returns — it has a relative benchmark — with significantly lower-than-market volatility, while being as simple and slow-moving as […]

]]> http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-79956 What Is The Optimum Bet Size? Mon, 26 May 2008 12:21:13 +0000 http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-79956 [...] this process until a DD level is reached that you find tolerable. Now check the CAGR against your predetermined absolute benchmark, and decide if this system is worth [...] […] this process until a DD level is reached that you find tolerable. Now check the CAGR against your predetermined absolute benchmark, and decide if this system is worth […]

]]> http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-76664 Personal Trades for April Thu, 01 May 2008 18:57:53 +0000 http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-76664 [...] to Aggressive. I believe that, over the longer term, I’m more likely to achieve my personal absolute return benchmarks having made this switch. While Rotational has advantages over Aggressive, such as scalability, [...] […] to Aggressive. I believe that, over the longer term, I’m more likely to achieve my personal absolute return benchmarks having made this switch. While Rotational has advantages over Aggressive, such as scalability, […]

]]> http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-76294 Tailoring Systems to Specific Market Conditions Tue, 29 Apr 2008 11:01:24 +0000 http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-76294 [...] definition of the term. I would call a system “robust” if it met my predetermined absolute benchmarks, or performed better than a competing system in terms of risk-adjusted [...] […] definition of the term. I would call a system “robust” if it met my predetermined absolute benchmarks, or performed better than a competing system in terms of risk-adjusted […]

]]> http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-71424 I've Found the Lost Decade! Thu, 27 Mar 2008 01:36:18 +0000 http://www.billakanodoodahs.com/2008/01/relative-and-absolute-benchmarking/#comment-71424 [...] fund that benchmarks itself to one of these indices, the indices are nothing more than a potential relative benchmark for your performance. By the way, if the majority of your stake is in a U.S. stock market index [...] […] fund that benchmarks itself to one of these indices, the indices are nothing more than a potential relative benchmark for your performance. By the way, if the majority of your stake is in a U.S. stock market index […]

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