…two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: LUI Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995…
…position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.23 Sharpe Since 1/1/12: 1.33 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from…
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.191 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995
…only 7.8%, while Eddy reports that 95 out of 100 doctors estimated this probability to be between 70% and 80%. Gigerenzer and Hoffrage (1995) focused on another aspect of the problem: the representation of uncertainty. In Eddy's task…
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.271 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995
…factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Inv…
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.24 Historical Sharpe & Notes: Historical sharpe ratio is i…
…factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 19…
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.291 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from …
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.201 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (ba…
…factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Inves…
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.011 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.281 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.341 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from …
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.241 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.…
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.181 Historical Sharpe & Notes: Histor…
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.091 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995
…times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.22 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest …
…any systematic and Culebras, 1972). Subsequent research confirmed these differences in cortical space allocation to heteromodal versus structural asymmetries (Foundas et al., 1994, 1995; Anderson modality-specific cortices in the two hemispheres. et al., 1999; Watkins et al., 2001) but…
…Gates, B. D. et al. Chem. Rev. 2005, in press 5. Kim, E., Xia, Y. and Whitcsides, G. M. Nature 1995, 376, 581. 6. Zhao, X., Xia, Y. and Whitesides, G. M. Adv. Mat. 1996, 8, 837. 7. Xia, Y…
Comments