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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Drawdowns by the data

February 29, 2020 | 0 Comments

We’re taking a break from our series on portfolio construction for two reasons: life and the recent market sell-off. Life got in the way of focusing on the next couple of posts on rebalancing. And given the market sell-off we were too busy gamma hed...
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Data Science in Manufacturing: An Overview

February 27, 2020 | 0 Comments

Original article published in opendatascience.com In the last couple of years, data science has seen an immense influx in various industrial applications across the board. Today, we can see data science applied in health care, customer service, governments, cyber security, mechanical, aerospace, and other industrial applications. Among these, manufacturing ...
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Data Science in Manufacturing: An Overview

February 27, 2020 | 0 Comments

Original article published in opendatascience.com In the last couple of years, data science has seen an immense influx in various industrial applications across the board. Today, we can see data science applied in health care, customer service, governments, cyber security, mechanical, aerospace, and other industrial applications. Among these, manufacturing ...
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Rebalancing! Really?

February 21, 2020 | 0 Comments

In our last post, we introduced benchmarking as a way to analyze our hero’s investment results apart from comparing it to alternate weightings or Sharpe ratios. In this case, the benchmark was meant to capture the returns available to a global aggre... [...Read more...]

Benchmarking the portfolio

February 14, 2020 | 0 Comments

In our last post, we looked at one measure of risk-adjusted returns, the Sharpe ratio, to help our hero decide whether he wanted to alter his portfolio allocations. Then, as opposed to finding the maximum return for our hero’s initial level of risk,...
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