As of today, there are
- 70 votes for l1
- 131 for l2
- 103 for l3
I wanted to take this moment to thank you for showing your interests. The poll will stay there for a few more days. My next question would be where the orders need to ship to, this will determine the shipping cost. Based on what google tells me, the majority of my viewers are located in Canada, which makes my life easier, but there are also other countries as well.
Thanks again for all the votes and comments, wish you all a great Sunday evening.
5 comments:
Hi
Thanks a lot for your post! It is really great you are thinking to make your notes available. I woul like to ask you a quick question on Volatility Measures. I still get quite confused about the different concept (alpha, Beta, R-Squared, Standard Deviation, Sharpe Ratio, Sortino Ratio, Treynor Ratio,...etc)
For example what a Sortino ratio of 5 means? can it be 5 ? what is the min and max of Sortino ratio? Basically what each ratio means, what the min and max for each ratio? when I see the result of a ratio, how to interpret, what does it mean?
Could you dedicate a section on those Volatility Measures ?
Thanks
Thanks for the post and the future notes. Looking forward it. That is really a good question, I also get confused with all those volatility concept. Could you please write a post on it. I know that if you write, I will always remember as the way you explain is very clear and make the complex material very simple. I love your yild curve explanation and after I read it, I always remember it. No even need to study by hard. Thanks lot.
Thanks for the post. Good question. I think I have a rough idea on those volatility ratio; however I have a specific question about Downside Capture Ratio. I know lower the downside ratio (<100%), the better. But what does it mean when you see a negative downside capture ratio?
If a fund A has a downside capture ratio of 40 and fund B has a downside capture of -130 which one is better?
Thanks ! Great blog !
Thanks for the post. Wow that is really good question. I am also confused about these ratio. I have a specific question:
Can Beta be negative? If Beta can be negative, what does it mean???
Thanks so much.
Thanks guys for the comments, these are interesting but admittedly confusing concepts when comparing them to each other. I will look at the questions and try to answer them in a new post.
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