CP and Sharp Ratio adding of AI joker, 2010

DarienHacker

0.75 and 0.25 for the weights and add the HY bond as SR> than SR of CP X CORR.



Edited 1 time(s). Last edit at Monday, June 7, 2010 at 05:00PM by joker.

wake2000

i added as sharpe of new> sharpe portfolio x correlation

thommo77

-1

I did the other way round..

Compared --- (Sharpe of current) with ( Sharpe of New * Correlation new )

bodhisattva

Halberstram Wrote:
-------------------------------------------------------
> .33>.26


+1

Analti_Calte

Yes I think it was add....SR of new asset was higher than the SR of the port x corr. SR of port was given in the Q so didnt have to work it out.

Roflnadal

I blanked out on the Sharp Rule and then had to go back to my L2 neurons to seek some help.

IAmNeil

I also picked do not add... this was L2 stuff. I kinda guessed.

bpdulog

I picked - do not add