by Peter | January 24, 2011 | DazStat, Featured | 0 Comments

Non-parametric Standard Deviation provides a consistent measure of risk regardless of the distribution of returns.

by Peter | January 20, 2011 | DazBeta, Featured | 0 Comments

Coincidence is a more usable alternative to Correlation for measuring the relationship between returns in extreme markets.

by PNCD | August 30, 2012 | Data, DazData, Featured | 0 Comments

DazData is a simply powerful tool for accessing data from the Internet and bringing it to the analyst toolbench. Structure Sources A DazData Source is defined and provided by DazRisk.  Additional Sources may be provided in the future or to meet specific needs. The...

by Peter | December 29, 2010 | DazBeta, Featured | 0 Comments

Partial Natural Beta and Correlation provide more usable estimates of the relationships between returns.

by Peter | February 7, 2010 | DazRatio, Featured | 0 Comments

Vice and Virtue measure the added value of a marginal investment relative to its critical impact on the portfolio drawdowns.

by PNCD | March 1, 2012 | DazShift, Featured | 0 Comments

DazShift is a tool to analyze a data series, typically returns, for fundamental shifts in the levels of averages or dispersions.  It allows a chief investment officer or an investor to monitor the stability of the investment process. Premise The premise is very...