Bitcoin: An Asset Allocation Perspective
April 1, 2021
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It’s no secret that 2021 has started off well for Bitcoin. Having breached a new all time high of $61,788.45 on March 13th it seems
It’s no secret that 2021 has started off well for Bitcoin. Having breached a new all time high of $61,788.45 on March 13th it seems
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of January 2021 are now available. Beta and Sharpe are
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of January 2021 are now available. Beta and Sharpe are
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of January 2021 are now available. Beta and Sharpe are
Building on the work of Robert Shiller, in recent posts I investigated the use of the CAPE ratio to predict future stock market performance and
In “Stock Market Valuation and the 2020’s in R” I investigated whether the CAPE ratio could forecast the future trajectory of earnings and/or stock returns
I’ve been thinking about valuations a lot lately. If you’ve been following the stock market in recent months, then you will doubtlessly be aware that
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of October 2020 are now available. Beta and Sharpe are
As the ultimate store of value, gold has appreciated substantially over the past 18 months; rallying from ~$1,300 in March 2019 to $1,954 on September
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of September 2020 are now available. Beta and Sharpe are