World Cup Outcomes Are Mostly Random: So Who Cares?
by Adam Butler, http://gestaltu.com This post will be short and sweet as it’s largely an addendumĀ to our previous…
Article in Taxes & Wealth Management
by Adam Butler, http://gestaltu.com TheĀ Miller Thompson / Reuters monthly Taxes and Wealth Management newsletter carried an article we…
Do You Spinu? A Novel Equal Risk Contribution Method for Risk Parity
by Adam Butler, http://gestaltu.com Risk Parity seems to have (temporarily?) lost its place near the top of the…
SlideShare: Portfolio Optimization Under Uncertainty
by Adam Butler, http://gestaltu.com Had the distinct pleasure of presenting to the extremely bright Queen’s Master of Finance…
A Look at 'Cluster Shrinkage' as a Portfolio Management Concept (GestaltU)
by Adam Butler, GestaltU At GestaltU we see ourselves as incrementalists. We arenāt so much prone to true…
Models Should Be Simple, But Not Too Simple
The Evolution of Optimal Lookback Horizon With four parameters I can fit an elephant and with five I…
Sources of Performance Decay (GestaltU)
by Adam Butler, GestaltU Above all, the greatest fear in empirical finance is that the out of sample…
Toward a Simpler Palate (GestaltU)
by Adam Butler, GestaltU My palate is simpler than it used to be. A young chef adds and…
