Seeking Alpha

Nicholas Donohoe

 
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  • Professional Insight: How To Build A Portfolio
    Sun, Mar. 9 8 Comments

    Summary

    • Professional portfolio managers strategically weight their portfolios to maximize information ratio.
    • Information ratio is the most important portfolio metric because it captures the essential ratio of return per unit of risk.
    • Using an optimizer will allow you to find the one optimal portfolio for any given level of expected return.
  • Forecasting Volatility With GARCH
    Dec. 19, 2013 IWM, SPY 2 Comments
  • Kill Your Beta To Save Your Alpha
    Nov. 22, 2013 IYR, SPY 10 Comments