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Home > Quant Trading Live Report > Non corelated assets proves to win even without USA stock markets
Podcast: Quant Trading Live Report
Episode:

Non corelated assets proves to win even without USA stock markets
Category: Business
Duration: 00:08:46
Publish Date: 2022-02-05 18:01:50
Description:

I am still on a mission with non correlated asset allocation. i test 2 optimal assets from 2 days vs oday. What is the difference between expect volatility, returns, and Sharp ratio? Watch this video to see if it makes a difference. Do you still need to apply dollar coat averaging to this?

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https://quant-labs.net/2022/02/04/non-corelated-assets-proves-to-win-even-without-usa-stock-market/
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