Over the last three decades, Indian equity markets generated strong investment returns with local currency returns of nearly 15%. In this article, we show that adding a global equity allocation resulted in lower portfolio risk. Additionally, against the commonly held perception, the improvement in risk did not come at the expense of investment returns.
Some interesting reads that caught my eye from the week of November 8th, 2015.
Some interesting reads that caught my eye from the week of October 18th, 2015.
Some interesting reads that caught my eye from the week of September 6th, 2015.
Quantitative investing and trading systems have increasingly become popular with investors. However, while such systems work for some time, most of them carry a significant risk of blow-up. In this article, we discuss why do most quantitative investing and trading systems eventually blow-up and provide our view on how to minimize such risks.