Category: Uncategorized

The Search for the Optimal Price Predictor

Where We’ve Been Since the 1950’s, the academic and professional finance industries have been developing models to more accurately price assets. It is clear that overall market forces impact an individual stock’s performance, but what other factors are there? Fama and French – The OGs In 1992, Eugene Fama and Kenneth French developed their revolutionary ….  Read More

The Goal of a Optimized Portfolio

As an investor, you want a portfolio that earns as much money as possible with as little risk as possible. In finance, we use a variety of measures that assess returns/risk such as the Sharpe Ratio, Treynor Ratio, Sortino Ratio, and others. In general, the goal is to assess how volatile a stock’s returns are ….  Read More