Sharper than Sharpe

Efficient Portfolios: Is Optimised, Optimal?

🎯 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.
 

Other research papers:
SCIENTIFIC METHOD

Wasted Timing

🔮 Nobody knows what the right time is to invest.
Even if it may sound fascinating, systematically timing the market only works in Hollywood movies. As ...

SCIENTIFIC METHOD

COVID-19: How Artificial Intelligence Looks at It

The Diffusion of COVID-19

Figuring out the long term consequences of the new Coronavirus (aka COVID-19) is rather hard at the moment and the capital ma...