Sequential satisficing

September 18, 2020 | OSM

In our last post, we ran simulations on our 1,000 randomly generated return scenarios to compare the average and risk-adjusted return for satisfactory, naive, and mean-variance optimized (MVO) maximum return and maximum Sharpe ratio portfolios.1 We ...
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Big Data Ignite 2020 Webinar Series

September 15, 2020 | Nagdev Amruthnath

Big Data Ignite (BDI) was born out of a shared vision: To foster a local center of excellence in advanced computing technologies and practice. After initial success in organizing local Meetup groups, co-founders Elliott and Tuhin realized that to achieve their goal, the scope and scale of activism would need ... [...Read more...]
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