Why would anyone invest in these funds?

Discussion in 'Trading' started by Maverick1, Oct 30, 2017.

  1. Maverick1

    Maverick1

    So, if twenty years of data on returns is not enough, and 10 years of data on returns basically tells us nothing, what do 10 and 20 years of data tell us about correlations?


    Thanks.
     
    #61     Nov 1, 2017
  2. Maverick1

    Maverick1

    Reminds me of a t-shirt once seen on a stats professor: "When all fails, manipulate the data"

    Lol.

    Jes messin with ya :thumbsup:
     
    #62     Nov 1, 2017
  3. truetype

    truetype

    It's a matter of taste. I always use rf== 0% because I don't want to spend brain cells on backing out this-or-that rf rate. Similarly, I use pre-slippage numbers.
     
    #63     Nov 1, 2017
  4. Excellent question. There is no easy closed form, but when I looked at the correlation of US stocks and bonds (which is also slightly negative) after five years the 90% range was about -0.3 to -0.2; and the range doesn't get much tighter after that.

    So in simple terms we need relatively little data to form an opinion on correlations, and we can be much more confident about our estimates of correlation than we can about Sharpe Ratios. Incidentally the same is true of volatility.

    If the estimated correlation of Cantab and SP500 was -0.1 then after ten years the range would be around -0.15 to -0.05.

    GAT
     
    #64     Nov 1, 2017
  5. Maverick1

    Maverick1

    Huh?
     
    #65     Nov 1, 2017
  6. Sorry, which bit isn't clear?

    GAT
     
    #66     Nov 1, 2017
  7. Maverick1

    Maverick1

    Wouldn't a conservative approach (rf = 10y) be more prudent, over and against convenience, especially considering that rates have been heading higher?
     
    #67     Nov 1, 2017
  8. Maverick1

    Maverick1

    All of the post.
     
    #68     Nov 1, 2017
  9. This isn't clear?

    In simple terms we need relatively little data to form an opinion on correlations, and we can be much more confident about our estimates of correlation than we can about Sharpe Ratios.

    If the estimated correlation of Cantab and SP500 was -0.1 then after ten years the range would be around -0.15 to -0.05.


    I'm not trying to prove anything, I'm just answering your question (what the statistics are for correlation estimates).

    GAT
     
    #69     Nov 1, 2017
  10. Maverick1

    Maverick1

    You are assuming your conclusion, once again begging the question on this claim above re "we need relatively little data". You also contradict your own statements below. If 10-20 years is not enough for statistical knowledge on returns, it is also not enough for statistical knowledge of correlations. Ask LTCM.

    And btw, do yourself a favor, and be careful about throwing words like "daft" out next time. You never know what's going to come back and hit you.
     
    #70     Nov 1, 2017