March 2020

Mean expectations

March 28, 2020 | 0 Comments

We’re taking a break from our extended analysis of rebalancing to get back to the other salient parts of portfolio construction. We haven’t given up on the deep dive into the merits or drawbacks of rebalancing, but we feel we need to move the discus...
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Mapping the Spread of Covid-19 with Python

March 26, 2020 | 0 Comments

Written by Aoife Curran. The purpose of this post isn't to add new insight into the spread of the Corona Virus - there are plenty of experts out there more qualified. Inside, our goal is to highligh how to construct simple, interactive visulations using live data such as: Getting the ...
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Rebalancing history

March 20, 2020 | 0 Comments

Our last post on rebalancing struck an equivocal note. We ran a thousand simulations using historical averages across different rebalancing regimes to test whether rebalancing produced better absolute or risk-adjusted returns. The results suggested ...
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Online R, Python & Git Training!

March 16, 2020 | 0 Comments

Hey there! Here at Jumping Rivers, we have the capabilities to teach you R, Python & Git virtually. For the last three years we have been running online training courses for small groups (and even 1 to 1). How is it different to an in-person course? It's the same, but also different! The ...
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Rebalancing ruminations

March 13, 2020 | 0 Comments

Back in the rebalancing saddle! In our last post on rebalancing, we analyzed whether rebalancing over different periods would have any effect on mean or risk-adjusted returns for our three (equal, naive, and risky) portfolios. We found little eviden...
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