Blog Archives

Analyse performance of mutual funds and ETFs

If you’re interested in a comprehensive review of fund performance metrics and visualizations using R check this pdf draft on how to use PerformanceAnalytics package. Have fun.

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Posted in Economics, R-stats, Research & Analytics
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MS Global Investment Committee on Nov. 18th

Morgan Stanley’s Global Investment Committee strategy looks rather positively at European stocks, check this out on Global Investment Committee, and think back on when you last went through your tactical vs. strategic asset allocation choice.

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Posted in Economics, Research & Analytics
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Are top “growers” top “performers”?

Life is hard when it comes to forecast future returns. How much expected earnings growth accounts for relative performance? Based on data by Factset about Stoxx 600 securities as of November 30, 2013, picking the top 115 12-month performers vs. the index and  comparing them with the top 115 securities in

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Posted in Economics
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Fund managers and excess return

Investment managers like to boast they can “beat” the market they invest on before adding the term “beat” has to be considered on a risk-adjusted basis.

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Posted in Economics
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