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4 posts tagged analytics.
4 posts
Advanced Chart Analytics: Autocorrelation, Seasonality
Beyond moving averages and RSI lives a deeper layer of statistical diagnostics. Hurst exponent, autocorrelation, and seasonality tell you which strategies…
#analytics#autocorrelation#chart
Choosing the Right Benchmark
Most retail investors benchmark against the S&P 500 out of habit. The wrong benchmark makes mediocre returns look great and good returns look ordinary.
#benchmarks#performance#analytics#risk-adjusted-returns
Brinson Attribution: Did You Pick Good Stocks
Brinson-Fachler splits active return into allocation, selection, and interaction so you can tell whether outperformance came from sector bets or stock-picking.
#attribution#portfolio#analytics#benchmarks
Value at Risk in Plain English
VaR is the most widely used risk metric in finance. It is also the most misunderstood. Here is what it actually means and where it fails.
#risk#var#analytics