I’ve added Podcast #38 to the “RobCasts” section of the site. It’s called The Future of Investing (Part Two).
More thoughts on how we make the transition from the failed Passive Investing model to the more realistic and effective Rational Investing model.
John Walter Russell says
Excellent series of RobCasts.
I just posted a NOTE at my site: Rational Investing and Sharpe Ratios.
Rational investing improves the Sharpe ratio. It increases the return and it reduces risk. They key oversight, historically, has been the appropriate time frame. It should be the longer term (a decade or longer), not a month or a single year.
Have fun.
John Walter Russell
Rob says
Rational investing improves the Sharpe ratio.
Oh, great!
Now I can’t continue to enjoy being in blissful ignorance re the Sharpe ratio!
There goes my innocence!
Rob
Rob says
I’ll make a note to myself to send that fellow at IndexUniverse.com an e-mail letting him know that we (well, you!) have figured out the Sharpe ratio/Rational Investing business.
In all seriousness, thanks much for helping out with that, John. Perhaps the fellow will be more open to the message now that prices have crashed and the Sharpe ratio thing will be a help in persuading him to permit a few articles to appear at the site. That would be a very positive development for all.
Rob