Comments for MPI Research Corner http://markovprocesses.com/blog Innovative research articles, news and opinions Mon, 26 Dec 2011 03:42:50 +0000 hourly 1 http://wordpress.org/?v=3.3 Comment on Growth Fund of America Analysis: A Video Demonstration of Our Analysis by Free MCX Tips http://markovprocesses.com/blog/2011/11/growth-fund-of-america-analysis-a-video-demonstration-of-our-analysis/#comment-122 Free MCX Tips Mon, 26 Dec 2011 03:42:50 +0000 http://markovprocesses.com/blog/?p=1286#comment-122 Good info and explanation as usual. Thanks for sharing the info. Good info and explanation as usual. Thanks for sharing the info.

]]> Comment on A Hedge Fund Index – the Best Investment Ever? by MCX Tips http://markovprocesses.com/blog/2011/12/a-hedge-fund-index-the-best-investment-ever/#comment-124 MCX Tips Wed, 21 Dec 2011 04:41:33 +0000 http://markovprocesses.com/blog/?p=1316#comment-124 Thanks for sharing this great piece of information. Do keep us update with some more great information. Thanks for sharing this great piece of information. Do keep us update with some more great information.

]]> Comment on Intrepid Small Cap Success: Stock Selection or Market Timing? by penny stocks http://markovprocesses.com/blog/2009/10/intrepid-small-cap-success-stock-selection-or-market-timing/#comment-18 penny stocks Wed, 20 Oct 2010 04:21:07 +0000 http://markovprocesses.com/blog/?p=593#comment-18 The first criteria to filter your stock picks through is outstanding debt. The first criteria to filter your stock picks through is outstanding debt.

]]> Comment on AXA Rosenberg: Daily Data Proves Crucial in Risk Monitoring by JFD http://markovprocesses.com/blog/2010/05/axa-rosenberg-using-high-frequency-data/#comment-37 JFD Fri, 21 May 2010 14:28:53 +0000 http://markovprocesses.com/blog/?p=902#comment-37 Not only did the portfolio management team’s risk model fail them, but also the management company’s risk management process. It’s possible that in this case the two are the same, therefore, the inmates monitoring themselves. A fund board should have in their employ a qualified risk manager and performance monitor reporting directly to and only to them. JFD Not only did the portfolio management team’s risk model fail them, but also the management company’s risk management process. It’s possible that in this case the two are the same, therefore, the inmates monitoring themselves.

A fund board should have in their employ a qualified risk manager and performance monitor reporting directly to and only to them.

JFD

]]> Comment on AXA Rosenberg: Daily Data Proves Crucial in Risk Monitoring by Jack Doyle http://markovprocesses.com/blog/2010/05/axa-rosenberg-using-high-frequency-data/#comment-32 Jack Doyle Thu, 20 May 2010 18:09:41 +0000 http://markovprocesses.com/blog/?p=902#comment-32 Not only did the portfolio management team's risk model fail them, but also the management company's risk management process. It's possible that in this case the two are the same, therefore, the inmates monitoring themselves. A fund board should have in their employ a qualified risk manager and performance monitor reporting directly to and only to them. JFD Not only did the portfolio management team’s risk model fail them, but also the management company’s risk management process. It’s possible that in this case the two are the same, therefore, the inmates monitoring themselves.

A fund board should have in their employ a qualified risk manager and performance monitor reporting directly to and only to them.

JFD

]]> Comment on AXA Rosenberg: Daily Data Proves Crucial in Risk Monitoring by Jack Doyle http://markovprocesses.com/blog/2010/05/axa-rosenberg-using-high-frequency-data/#comment-31 Jack Doyle Thu, 20 May 2010 14:04:54 +0000 http://markovprocesses.com/blog/?p=902#comment-31 If we were to distinguish between the fund's risk model, which, as you point out, clearly went haywire, and the firm's risk management process, then there were two failures, neither of which is excusable. If we were to distinguish between the fund’s risk model, which, as you point out, clearly went haywire, and the firm’s risk management process, then there were two failures, neither of which is excusable.

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