Sharper Than Sharpe

🎯 Why Is Efficiency So Hard to Get?
Although being a desirable feature, there are two reasons why achieving efficiency takes much more effort than a simple optimization based on the past.

🚨 Optimisation: Handle With Care
Like any powerful tool, optimization does not generate value automatically. Great care and expertise is needed to reap its benefits and get the best out of it.

🔭 Look in The Windshield, Not in the Rearview Mirror
A forward-looking approach is how we cut through complexity and build stable, efficient and well-positioned portfolios to face the evolution of financial markets.  

Inside:

  • You Cannot Invest into the Same Market Twice
  • What is an Optimal Portfolio?
  • Optimization is a Moving Bullseye
  • Be Wary Of the Efficiency You Wish For, You'll Probably Get It
  • When Sharpe Ratios Lie
  • The Forward-Looking Approach
  • Look at the Windshield, Not in the Rearview Mirror

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