Performance Measures

A paper that surveys performance measures.

 

thanks, TS, good post!

 

Here's another paper worth downloading.

http://www.turtletrader.com/mfa-articles/diz-rez.pdf

 

The one thing that stumped me regarding this, was that 'diversified' performed worse then 'non diversified'. Can anyone offer a suggestion as to why?

 

Q

How Diversification Suffocates Your Profits

A.
- identify one stock that's likely to double in price; or

- identify 20 stocks that are likely to double?

B.
- identify 100 stocks that are unlikely to fall in price; or

- identify five stocks that are unlikely to fall in price?

"The Winning Investment Habits of Warren Buffett & George Soros" by Mark Tier

UQ

 

I dont see how this relates

 

Performance Measures

I mostly use my broker's account statements.


also:
http://www.elitetrader.com/vb/showthread.php?threadid=57364