Optimizing a portfolio in R – Monte Carlo method

I regularly use monte carlo engines to answer questions. First, they are really flexible in their ability to model non-normal…

Current Unconventional Monetary Policy & What Comes Next

I have struggled to answer some basic contradictions in our economy. On the one hand, we have printed, spent, and…

As a professional money manager working in public markets, I love watching how we are portrayed in popular culture. Sometimes we…

As a homeschooling father, I am no stranger to explaining our family’s choice to home educate our children:“Yes, they have…

Arthur Schopenhauer once quipped that if it were constantly repeated with great solemnity, nothing was too absurd for people to…

CS Lewis, the famed author of The Chronicles of Narnia, once discussed the distinction between advancing ethics and advancing knowledge of facts.…

I passed Levels I, II, and III on my first try, and completed them all within the fastest possible time…

I’m in the thick of our annual portfolio investment due diligence at work. Basically, this involves surveying all the potential…

Used in post-modern portfolio theory (PMPT), the Sortino Ratio punishes only downside risk relative to some required return (usually zero).…

I spent some time today learning the nnet package in R. nnet makes building, training, and predicting with neural nets…