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Introducing max-GM (median@p), a new(?) performance statistic
https://qoppac.blogspot.com/2024/02/introducing-max-gm-medianp-new.html
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Tagged with:
leverage
skew
kelly criterion
cagr
geometric returns
sharpe ratio
kurtosis
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Do you remember this post? https://qoppac.blogspot.com/2022/06/vol-targeting-cagr-race.html
