Tags » Portfolio Management

A Walk-Forward Attempt on FAA

So in the first post about FAA, I was requested to make a walk-forward test of FAA. While the results here aren’t good, I’d like to share the general process anyway. 739 more words


Liquid Long/Short Mutual Funds

Investors who want the return opportunities of equities but are concerned about a fully valued market should consider strategies that are designed to asymmetrically capture up and down market movements, which can allow potentially for participation in market upside while mitigating losses during market declines. 268 more words

Portfolio Management

Billionaires' row

The three most sought after places in Chennai are also homes to the most popular political leaders, business tycoons and film stars. Some of these locations command astronomical values in real estate and property prices. 157 more words


peer-to-peer lending, the next big banking innovation

the demise of the department store

The story of the big commercial banks over the last forty years is sort of like that of the department stores, only in slow motion.   513 more words

Stock Market

A Strategy for Making Better IT Investment Decisions - Deloitte CIO - WSJ

I have long advocated the benefits of this type of multi dimensional portfolio management approach to reviewing IT investment decisions.

It takes away the differing values embraced by various functional groups and encourages the connection between projects and strategic goals. 141 more words

IT Leadership

Applying Enterprise Architecture to an EPMO Process Framework

Thinking a bit more about last week’s post on scoping the EPMO.  In that post, I asserted that there are certain “stock” capabilities that an organization requires to execute projects.  212 more words

Portfolio Management

online shopping continues to evolve

Three studies reported in the press this year about the behavior of online merchants have caught my eye.  They all call into question what I think is the consensus belief that online shopping is not only faster and simpler than going to a bricks-and-mortar store, but that it’s cheaper as well. 354 more words

Stock Market