Overview
- How are reviewers describing this item?
active, first, quantitative, most and alpha. - Our engine has profiled the reviewer patterns and has determined that there is minimal deception involved.
- Our engine has determined that the review content quality is high and informative.
- Our engine has discovered that over 90% high quality reviews are present.
- This product had a total of 19 reviews as of our last analysis date on Jan 19 2020.
Helpful InsightsBETA
Posted by a reviewer on Amazon
The market returns are always the baseline and success is measured by the ir the ratio of residual return to residual variance rather than an academic sharpe ratio
Posted by a reviewer on Amazon
It states that there are two sources of oportunities to increase the information ratio
Posted by a reviewer on Amazon
The ic is the connection between forecasts and eventual returns ic2n1n1 where n1 denotes the number of correct bets and n the total number of bets made
Posted by a reviewer on Amazon
If a new opportunity is fully correlated to a previous one it adds no ir
Posted by a reviewer on Amazon
In an interview grinold stated the goal is to replace heroic personalities contending in an atmosphere of greed and fear with compelling hypotheses subjected to hard data
Posted by a reviewer on Amazon
When i was first introduced to this book i figured it was more or less only for their money management businessa manual for building barclays index plus funds
Posted by a reviewer on Amazon
That is what grinold and kahn do for a living and they probably wrote the book to have something to give to dumb pupils who dont know anything
Posted by a reviewer on Amazon
They didnt write a book about specific investment instances that come up