Proposal : Robot Index Working Group (RIWG) - **Temperature Check poll added**

Betting on past winners isn’t always good because it’s hard to distinguish luck from skill, i.e., volatility vs intrinsic performance. It would be helpful to show …

  • Momentum, ie, immunity to ‘reversion to the mean’
  • The stability of the allocations
  • That optimizing the Sortino ratio leads to a different allocation than optimizing the Sharpe ratio
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