Entropic Value At Risk

In addition to that mailing list, I follow a number of financial and consumer blogs in my google reader. The debt to earnings ratio surprises numerous loan applicants who constantly thought of themselves nearly as good cash managers. Whether they are looking to buy a home, finance a car or consolidate accounts, the ratio determines whether they’ll be ready to find a lender. Meet John, a supermarket supervisor who is married with three faculty age infants and takes home a without difficulty big paycheck. Sure he has some bank card money owed and a couple of car loans, but he never misses a price and assumes that getting a mortgage for a brand new home might be a bit of cake. Then comes the bad news. I might think an ETF that is 80% from it’s peak may reduce one of the most downside risk so buying opportunities could be scarcer than selling ones. This is pure hypothesis on my part, I see it as more risky than leaping into one of the SPY sector ETFs with higher beta. 1. As I’ve researched AIM, I’ve noticed that many people talk about employing shares/ETFs with a “highish” Beta. Your backtest uses the SPY, so the Beta will be 1, and the consequences are pretty good. If you used a highish Beta asset, do you believe the consequences may be even greater?2.