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After the Harvest: Preservation, Access, and Research Services for the 2016 End of Term Web Archive on Vimeo
After the Harvest: Preservation, Access, and Research Services for the 2016 End of Term Web Archive Jefferson Bailey Director, Web Archiving Programs Internet…
webarchiving  endofterm  trump  edgi  thearchive  libraryofcongress  bailey  researchpractice 
17 days ago by jessogden
The Sharpe Ratio Efficient Frontier
We evaluate the probability that an estimated Sharpe ratio exceeds a given threshold in presence
of non-Normal returns. We show that this new uncertainty-adjusted investment skill metric
(called Probabilistic Sharpe ratio, or PSR) has a number of important applications: First, it
allows us to establish the track record length needed for rejecting the hypothesis that a measured
Sharpe ratio is below a certain threshold with a given confidence level. Second, it models the
trade-off between track record length and undesirable statistical features (e.g., negative skewness
with positive excess kurtosis). Third, it explains why track records with those undesirable traits
would benefit from reporting performance with the highest sampling frequency such that the IID
assumption is not violated. Fourth, it permits the computation of what we call the Sharpe ratio
Efficient Frontier (SEF), which lets us optimize a portfolio under non-Normal, leveraged returns
while incorporating the uncertainty derived from track record length. Results can be validated
using the Python code in the Appendix.
edu  bailey  backtest  overfitting 
march 2018 by ludaavics
Epic Patty Cake – LIVE!! | Best Images Collections HD For Gadget windows Mac Android
Epic Patty Cake – LIVE!! We did it!! LIVE for Music Night at the Youtube Space LA. Stream/Download our cover: http://ift.tt/2sEt3wt Unfortunately Alyson Stoner couldn’t make it, so Madilyn learned the part in just a couple days and joined me, Sam, and Alex G for this! Epic Patty Cake – LIVE!!
IFTTT  WordPress  Cake  alex  g  epic  patty  i'll  think  of  you  kurt  schneider  Live  madilyn  bailey  music  night  Patty-cake  sam  tsui  youtube  space  YTMA 
august 2017 by wotek
Robin Thicke “Blurred Lines” Sexy Boys Parody By Mod Carousel | Best Images Collections HD For Gadget windows Mac Android
Robin Thicke “Blurred Strains” Pretty Boys Parody by Mod Carousel ***Simply click on the ‘show more’ tab to examine about the online video:*** Mod Carousel, a Seattle dependent boylesque troupe, does a sexy parody of Robin Thicke’s Blurred Strains music online video. It really is our impression that most attempts to exhibit female objectification in […]
IFTTT  WordPress  Sexy  Blurred  Lines  boyelsque  Boys  burlesque  Caela  Bailey  Dalisha  Philips  media  Mod  Carousel  objectification  robin  thicke  Sydni  Deveraux  unrated 
august 2017 by wotek
The Birth of the Beer Hunter: Looking Back on Michael Jackson’s Legacy | Jessica Boak & Ray Bailey
The Beer Hunter was a persona. Michael Jackson, on the other hand, was a complex person, with all of his faults, foibles, and doubts in tow.
june  2017  beer  advocate  jessica  boak  ray  bailey  michael  jackson 
june 2017 by pnjman

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