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Wie man mit negativer Einzelperformance zu positiver Portfolio Performance kommt:

Rebalancing With Shannon’s Demon


Claude Shannon was a prolific individual when it came to mathematics and science. The former Bell Labs researcher and MIT professor helped develop a field of study known as information theory and played a major role in inventing the way that computers compute. He also had an interest in the stock market, and would hold occasional meetings at MIT on the topic of scientific investing. One such method he proposed required no knowledge of future market behavior–a strategy that was designed to profit from a completely random walk.

Shannon’s Demon, as the method is known, is really nothing more than a “diversify and rebalance” strategy.



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