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4 posts tagged analytics.
4 posts
Advanced Chart Analytics: Autocorrelation, Seasonality, and the Subtle Patterns
Beyond moving averages and RSI lives a deeper layer of statistical diagnostics. Hurst exponent, autocorrelation, and seasonality tell you which strategies actually fit a name — and which are fighting its nature.
#analytics#autocorrelation#chart
Choosing the Right Benchmark: Why the S&P 500 Is Lying to Most Portfolios
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, or Just Good Sectors?
Outperformance has two ingredients: the sectors you chose and the stocks you picked inside them. Brinson-Fachler attribution separates the two — so you know which skill to keep.
#attribution#portfolio#analytics#benchmarks
Value at Risk in Plain English: What It Tells You and What It Hides
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