Volatility poses no risk beyond mere discomfort.
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1. I have never specifically measured it outside of my anecdotal experience on running my quant screens. Whathere the end target was a value or momentum portfolio, weeding out the 10% highest volatility names OR the 10% worst quality names...
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2. On various metrics (Accruals, Bloat, RoE/RoIC, etc.) it always improved resukts over time. When I started to look at the names being removed, I noticed that there was some overlap in every period (Names were in both bad buckets).
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you two are making it too complex just tell me the indicator combination I have to follow at the end, see you later.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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