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My portfolio, which appears under Fundamental II is assessed as follows;

Analytical model utilized
Fundamental analysis (Value & Cash-Flow)

Quantification of risk model
Deterministic. (My testing extends from 1901 to present day, and includes 3,432 securities analyzed) *note...these are not 3,432 INDIVIDUAL securities, they are often the same security, at different points in its listed history, there have been many that have been delisted, merged, etc. This survivorship bias is overcome, as they have been done by hand from individual records, and are not extrapolated forward in time.
When I add a further 6000 examples, then it will just qualify as a STATISTICAL model

Risk management model
Diversification (micro, macro, geographic, strategies, asset class allocation)
*proprietary*
VAR

Components of risk assumed
Slippage
Market risk

Systemic risk assumed
Exchange rate
Political

Systemic risk allowed for
Inflation
Interest rates
Information flow (in regards to earnings surprises that are negative)

Non-systemic risk allowed for
Psychological risk

jog on
d998

<blockquote data-quote="ducati916" data-source="post: 38101" data-attributes="member: 2975">My portfolio, which appears under Fundamental II is assessed as follows;Analytical model utilized Fundamental analysis (Value &amp; Cash-Flow)Quantification of risk model Deterministic. (My testing extends from 1901 to present day, and includes 3,432 securities analyzed) *note...these are not 3,432 INDIVIDUAL securities, they are often the same security, at different points in its listed history, there have been many that have been delisted, merged, etc. This survivorship bias is overcome, as they have been done by hand from individual records, and are not extrapolated forward in time.When I add a further 6000 examples, then it will just qualify as a STATISTICAL model Risk management model Diversification (micro, macro, geographic, strategies, asset class allocation)*proprietary*VARComponents of risk assumed SlippageMarket riskSystemic risk assumed Exchange rate PoliticalSystemic risk allowed for InflationInterest ratesInformation flow (in regards to earnings surprises that are negative)Non-systemic risk allowed for Psychological riskjog ond998</blockquote>

[QUOTE="ducati916, post: 38101, member: 2975"] My portfolio, which appears under Fundamental II is assessed as follows; [B]Analytical model utilized[/B] Fundamental analysis (Value & Cash-Flow) [B]Quantification of risk model[/B] Deterministic. (My testing extends from 1901 to present day, and includes 3,432 securities analyzed) *note...these are not 3,432 INDIVIDUAL securities, they are often the same security, at different points in its listed history, there have been many that have been delisted, merged, etc. This survivorship bias is overcome, as they have been done by hand from individual records, and are not extrapolated forward in time. When I add a further 6000 examples, then it will [B]just qualify as a STATISTICAL model[/B] [B]Risk management model[/B] Diversification (micro, macro, geographic, strategies, asset class allocation) *proprietary* VAR [B]Components of risk assumed[/B] Slippage Market risk [B]Systemic risk assumed[/B] Exchange rate Political [B]Systemic risk allowed for[/B] Inflation Interest rates Information flow (in regards to earnings surprises that are negative) [B]Non-systemic risk allowed for[/B] Psychological risk jog on d998 [/QUOTE]

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