Portfolio Management

Backtesting Strategies & Overfitting

Strategy backtesting is often used to test an investment strategy from historical stock or ETF information (usually price).  The belief is that if a strategy performed well in the past, then it should continue to perform well in the future.

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Standard Deviation as a Measure of Risk

There are many ways to measure and assess risk in an investment.  The standard deviation is one such way and it measures how much returns change over a period.  This is also known as the volatility of returns.

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