Hints and tips:
...And a mid-range Sharpe of -0.1 is just plain bad. The performance is particularly bad among smaller multi-manager hedge funds, which is unsurprising....
...She also toured intensively as a performer, leading the Carla Bley Band with Mantler, Swallow, the trombonist Roswell Rudd and drummer D Sharpe....
...Now it’s as popular as Bruton,” says Amanda Sharpe, a PR company director who recently moved to the town from Hampshire....
...“This focus on E, S and particularly G is very important in emerging markets. Companies that do one thing well tend to do a lot of things well in EMs,” said Ms Peck....
...The ones you find most boring have the highest Sharpe ratios,” he said....
...And Morgan Stanley: Post the large moves yesterday many of our key indicators are now at very extreme levels e.g. our MTI is at -2.1SD and our CVI is at -5.3SD....
...Media anger is high for companies that pollute (e.g. BP), that lie (e.g. VW), have invasive products (e.g. Facebook), incompetent management (e.g. Valeant), or other causes....
...What became known as the “Sharpe ratio” was just a simple mathematical measure of what Sharpe called “reward to variability”....
...Since 1985, the rule would have given slightly lower returns than a buy-and-hold strategy but with lower volatility, thus giving us a better Sharpe ratio....
...In 1725, in the middle of this gin frenzy, a Mr G Smith, a distiller from Kendal in what is now Cumbria, published a small, unassuming-looking handbook called A Compleat Body of Distilling....
...The M&G Recovery fund, which has an unusually long performance history, has disappointed in recent years....
...In the vanguard was Edmund G Brown Jr, attorney-general of California at the time....
...Rebranding Rule: The Restoration and Revolution Monarchy, 1660-1714, by Kevin Sharpe, Yale, RRP£45/$65 The third and final volume in Sharpe’s superb series on how the British monarchy projected its public...
...This summer Abbot Hall, in Kendal, put on a comprehensive Lowry exhibition under the same title as the show from 1968, seeking to dissipate those myths once and for all....
...G’luck keeping up, regs....
...Michael Sharpe, New York MF: Many banks have operated “off-balance sheet” vehicles for their own account and/or for funds they manage (although sales to funds are typically done in an arms length manner...
...James Sharpe, Cirencester James Burton: The US has not sold any gold in the past 10 years....
...Norman Sharpe Tom McPhail: From A-Day, contribution limits will be based on current year earnings. ………………………………………………………………………………………………………………………….....
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