top of page
Search

Our Risk Measure list for June 2022

Updated: Sep 16, 2022

Under Portfolios that Beat Markets, we compared the performance of the market with portfolios constructed/managed using a) our novel risk measure 'Tsallis Relative Entropy' (TRE) and b) the risk measure 'beta', usually used by investment managers. The back-studies show that, over a period of 6 years or longer, portfolio a) out performs both the market and portfolio b).


we publish our risk tables (using our Novel Risk Measure 'Tsallis Relative Entropy'), every two months during the first week of the month, for all US equities in SPY (SP500 ETF) and ONEQ (ETF for Nasdaq), 5G stocks and International stocks. The risk tables for SPY and ONEQ stocks, are given in Portfolio Management under Portfolios that Beat Markets . Here, a tutorial on how to use these risk values to construct/manage portfolios (with dividends re-invested) is also given. June 2022 risk tables are now available.

9 views0 comments

Recent Posts

See All

AI Invasion ?

The word AI has become a household word.  Now that OpenAI’s interpretive large language model Chat-GPT (Financed and supported by Microsoft) is being used/misused for everything from  writing essays,

India - US ahead in AI skills

India has the highest AI skills penetration in the world, with 3.23 times the average of an 18-country group,according to a new LinkedIn analysis. The U.S. comes in second (2.23 times the average), f

Our Risk Measure list for October 2022

As shown in Portfolios that Beat Markets, we compared the performance of the market with portfolios constructed/managed using a) our novel risk measure 'Tsallis Relative Entropy' (TRE) and b) the ri

Comments


bottom of page