Investment Management

Exchange Traded Funds (ETFs)

An exchange traded fund (ETF) is an investment fund traded on stock exchanges, much like stocks.  An ETF holds assets such as stocks, commodities, or bonds, and trades close to its net asset value over the course of the trading day. You can find out more about tracking error for leveraged ETFs by clicking here .

Financial Analysis

Find out how to compute the Beta and Sharpe Ratios for a publicly traded stock using R.

Position Sizing

Read about the Kelly Criterion, a formula used to determine the optimal size of a series of bets.

To learn more about the Kelly Criterion, check out these posts in the series:

Construct a stock portfolio using R.

Risk Aversion is the reluctance of a person to accept a bargain with an uncertain payoff rather than another bargain with a more certain, but possibly lower, expected payoff.


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