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  #41  
Old 02-25-2018, 01:04 AM
arto83 arto83 is offline
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Good luck!
Thanks!
BTW - i see you cut your word count by 2,000+ in your second attempt. Trimmed a lot of fat?
I could barely get to 7900 in my second one, and i suspect by trimming down question 2 i'm going back under 6k for 3rd attempt :-\
although i definitely see low word counts MMRing. i should really ignore word count!
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  #42  
Old 02-25-2018, 01:17 AM
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Thanks!
BTW - i see you cut your word count by 2,000+ in your second attempt. Trimmed a lot of fat?
I could barely get to 7900 in my second one, and i suspect by trimming down question 2 i'm going back under 6k for 3rd attempt :-\
although i definitely see low word counts MMRing. i should really ignore word count!
Yeah I cut a lot of fluff and for all tasks other than 5 I used tons of bullet points
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  #43  
Old 02-26-2018, 12:08 AM
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Am i crazy to be running 200+ scenarios? basically every combination of assets in 5% increments so that i can see what maximizes my risk/return metric?
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...can dribble a football.
...can sneeze with his eyes open.
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...can judge a book by its cover.
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  #44  
Old 02-26-2018, 12:14 AM
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Am i crazy to be running 200+ scenarios? basically every combination of assets in 5% increments so that i can see what maximizes my risk/return metric?
that seems like extreme overkill. i did less than 10% of that.
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  #45  
Old 02-26-2018, 12:15 AM
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i guess not much harm though. scenarios run quickly, but you should be able to see a pattern at some point i'd think.
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  #46  
Old 02-26-2018, 12:49 AM
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Am i crazy to be running 200+ scenarios? basically every combination of assets in 5% increments so that i can see what maximizes my risk/return metric?
You’re overthinking it in my opinion. I ran ~15 scenarios total
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  #47  
Old 02-26-2018, 12:54 AM
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So in my extreme example i get the lowest sharpe ratio and lowest mean/cte with 100% equities. obv this is an unacceptable level of risk. While i am trying to use objective matrics, perhaps i need to say i need a minimum of 50% bonds of 40% treasuries? Seems arbitrary - not what i am aiming for
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...really DOES find gold when he picks his nose.
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...can dribble a football.
...can sneeze with his eyes open.
...CAN lick his elbow.
...can judge a book by its cover.
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  #48  
Old 02-26-2018, 01:10 AM
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So in my extreme example i get the lowest sharpe ratio and lowest mean/cte with 100% equities. obv this is an unacceptable level of risk. While i am trying to use objective matrics, perhaps i need to say i need a minimum of 50% bonds of 40% treasuries? Seems arbitrary - not what i am aiming for
i thought that sir isaac said the goal was the highest sharpe ratio.

he said lowest for mean/cte, but i don't totally get that logic.
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  #49  
Old 02-26-2018, 01:13 AM
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and yes, i think setting a minimum outside of the metric you choose is a good idea if you at least somewhat justify it. i don't know that it maters if it's slightly arbitrary.
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  #50  
Old 02-26-2018, 01:16 AM
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i thought that sir isaac said the goal was the highest sharpe ratio.

he said lowest for mean/cte, but i don't totally get that logic.
Typo. Meant highest.
I think the driver here is that the means seem to be wider spread than the SD or even the cte.. I even tried using variance but also didn't get much else. I think I have to go with some arbitrary minimum of bond or treasuries or max equity first. I'll see about finding a statistic to justify it.
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...understands the ending of 2001: A Space Odyssey.
...really DOES find gold when he picks his nose.
...is a stunt double for Optimus Prime.
...can dribble a football.
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...can judge a book by its cover.
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