Gorilla and King Portfolio Candidates Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Gorilla and King Portfolio Candidates

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Pirah Naman who wrote (48917)	11/14/2001 6:52:55 PM
From: Wyätt Gwyön	Read Replies (1) of 54805

but there are flawed from a perspective of putting them into practice. F&F ignored transaction costs and spreads, which have historically been huge on microcaps. an important implication of their findings is that indexing, which reduces such costs, is an effective approach for targeting illiquid classes. there are all types of low-cost indexes available today targeting myriad asset classes. small cap is not the same as microcap. Of course there aren't any. How could there be any at this time, and why would there even be such a study? OK, i misunderstood--i thought people here believed gorilla gaming works. usually, if something can be said empirically to work, then one could theoretically design a test to prove it. People who rely on it exclusively are adding risk; people who judge it as a stand alone formula are constructing a straw man argument. i guess different people have different approaches, but i get the impression that many here rely solely or primarily on gorilla gaming. so i don't think i should be faulted for attempting to pose arguments contrary to that approach. although of course the particulars of my arguments may be totally wrong.

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next