Using Alpha, Beta, and Sharpe Ratio for Configuration of Investment Strategies
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The article, part of our “Configuration of Investment Strategies” series, introduces the concepts of stock investment indicators and ratios. Alpha indicator, Beta indicator, and Sharpe ratio are applied within our StockPicker configurator. We’ve introduced a simple table that quickly summarizes the performance and stability of …
Configuration of investment strategies
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There are 3 things crucial for building stock investment strategies. …
Explanation of stock valuation
In today’s article, we will follow up on the article New era of stock-picking and creation of investment strategies. At the end of the article, readers were asked for feedback regarding their understanding of our explanation of the factors relevant to stock ranking. Thanks for …
A new era of Stockpicking & building investment strategies
The current approach to investment strategies building Since June 2020 we have been running our AP US Large-Cap Hedged 1.5X Shares strategy based on linear stockpicking model. The strategy uses a model that is retrained once a month, selects the most critical features, and assigns …
Analysis of the Berkshire Hathaway Portfolio According to Markowitz’s Modern Portfolio Theory
Let’s imagine how would Harry Markowitz analyzed the portfolio of Warren Buffet. Analytical Platform took Warren Buffet’s portfolio* (Berkshire Hathaway) and analyzed it using the Modern portfolio theory developed by Harry Markowitz, which can be applied through the Portfolio Manager app. These are the publicly-traded …