My missed opportunity with random portfolios

January 16, 2013

The Observer tells of a ginger tabby named Orlando who selected a random portfolio that won an investment contest.  Meanwhile I have a gray tabby here on the desk doing nothing.  All that effort to write software to generate random portfolios efficiently when I could have been using cat power instead.

Not a single random portfolio out of Alfred Lord T (so far) imm008

Hat tip: Dirk @eddelbuettel

Latest posts

Leave a Reply

Related posts

  • Low (and high) volatility strategy effects

    March 23, 2012

    Does minimum variance act differently from low volatility?  Do either of them act like low beta?  What about high volatility versus high beta? Inspiration Falkenblog had a post investigating [...]

  • Portfolio optimization inside out

    December 21, 2011

    A possible way to search for constraints that improve optimization. The perspective The usual way of thinking about portfolio optimization is to first consider the utility and then restrict [...]

  • Alpha decay in portfolios

    November 30, 2011

    How does the effect of our expected returns change over time?  This is not academic  curiosity, we want to know in the context of our portfolio if we can.  [...]