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Investing/Strategies / Mechanical Investing
|Subject: Re: Optimizing Blends with Sharpe/(GSD^x)||Date: 11/17/2007 7:09 PM|
|Author: JeffLandon||Number: 203995 of 252140|
<blockquote>At this point, what do you think you can predict, and how confident are you? CAGR? Sharpe? GSD? Anything?
I predict that there will always be those that want high CAGR but fail to realize it won't be a smooth road.
That and that the Cowboys will be in their record 9th SuperBowl this year. ;-)
I suspect that people looking for low GSD could be more mortified than people looking for a high cagr.
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