Why Are Quantitative Funds Losing Coin These Days?
The New York Times today has an article close several well-known quantitative hedge funds incurring pregnant losses in…
An Update On Why Quantitative Funds Are Losing Coin Recently
A even out only came through Dow Jones newswire ("How Black Boxes Became Pandora's Boxes" past times Spen…
A Reader's Comment On Quant Funds' Losses
A reader of mine (who want to rest anonymous) pointed out that virtually of the losses appear to come upwards from low…
Cnbc Interview
Folks, I volition endure appearing on CNBC tomorrow (Tue, August 14) for a alive interview virtually quantitative tradi…
Cnbc Interview Video
Here is the link to my interview on why quantitative models are losing coin of late:
The Robin Hood Regime
It has move apparent to me inward the final calendar month that in that location has been a massive transfer of wealth …
The Failed Factors Convey Reverted
As I said inwards my CNBC interview , investors merely got to hold out patient amongst the component subdivision models…
Further Fighting On Element Models
A reader from a hedge fund (who wishes to rest anonymous) sends me about thoughtful comments almost element models. He …
The Perils Of Momentum Strategies
Not as well as then long agone I was an agnostic with honour to choosing betwixt mean-reverting as well as momentum mod…
Cio Magazine Project Design Together With It Strategy Blog
Ms. Elana Varon who writes the CIO Magazine's article of mine is an elaboration of my sentiment on this.
Whatever Happened To The Xle-Uso Spread?
Recently Mr. Teetor, a subscriber of mine, has posted an enthusiastic comment on trading the XLE-USO spread that I sug…
More Give-And-Take On Returns, Opportunity Together With Leverage
Previously I discussed an of import debate on whether it is amend to growth a portfolio's provide past times takin…
Hedge Fund Replication
I wrote about how hedge fund returns tin forcefulness out survive replicated alongside uncomplicated ingredient models…
So How Much Did Quantitative Strategies Genuinely Lose Final Quarter?
The numbers convey started to come upwards in: Morgan Stanley lost $480MM concluding quarter due to quantitative tradi…
How A Mean-Reversion Strategy Performed Inward August
Prof. Andrew Lo in addition to Mr. Amir Khandani at MIT of late wrote a newspaper on "What Happened To The Quants …
Emerging Markets Stocks Vs. Natural Resources Stocks
Emerging marketplace stocks convey been reaching novel highs nigh everyday (see this proposed before, its value is at …
Economist Article On Quant Funds
The media seems to bring an endless fascination amongst quant funds. Here is the latest article from the Economist mag…
Seasonal Trades Inwards Stocks
Readers of this weblog convey seen my discussions of diverse seasonal trades inward commodities futures (e.g. come acro…
A Body Of Body Of Water Of Pain
This Economist Magazine article confirms my personal sense that value investing is inwards a bounding main of hurting …
Are Quant Strategies Inward Problem All The Same Again?
There were reports that quant strategies convey been suffering 1 time again inward January, given the marketplace set t…
Looking For Momentum? Banking Concern Lucifer Exterior The Us
Momentum vs. mean-reversion has been a perennial subject inward investing, non to the lowest degree quantitative invest…
Had It Been Actually That Bad?
According to Eurekahedge Hedge Fund Index , hedge funds had the worst surgery inwards 8 years during this by January. A…
Upcoming Seminar On Subprime Mortgage Crisis
For readers who alive inwards the New York area, hither is an interesting upcoming seminar at Columbia University: The…
5 Steps To Managing Adventure Equally A Microfinancier
It powerfulness surprise to a greater extent than or less of yous that lending coin to middle-class American abode owne…
8 Recommended Sites For Economical Research
I am happy to bring my invitee blogger Heather Johnson write most economic science again. (I promise to emerge from my …
A Combination Momentum Together With Hateful Reversal Model Based On Lucre Annoucements
Mark Hulbert of the New York Times only discussed ii momentum strategies investigated past times professors David Abo…
5%: An Of Import Position Out For Existent Estate Investors
Equity investors similar to cheque out a company's price/earnings ratio earlier they invest inwards its stock. Like…
Are High Crude Prices Due To Hedge Fund Speculation?
The economist Paul Krugman advances an interesting declaration today inwards the New York Times against the thought th…
Machine Learning + Authorities Switching = Profitability?
My article on a trading strategy based on authorities switching as well as machine learning techniques is immediately a…
Regime Switching Paper
A preprint version of my Regime Switching in addition to Machine Learning article tin dismiss live on establish on my …
Parameterless Trading Models
A portfolio managing director that I used to piece of job for similar to pronounce that his trading models convey "…
Pre-Order My Mass From Amazon.Com
A reader told me that he tin instantly pre-order my majority ": How to Build Your Own Algorithmic Trading Business…
Statistical Model Predicts A Mccain Victory?
There has been a lot of buzz lately well-nigh a elementary statistical model proposed past times astrophysicists Prof.…
Statistical Electoral Vote Predictor: Update
For readers who convey been tracking the Gott too Colley presidential electoral vote prediction, they volition uncover…
Futures Markets Accept No Final Result On Topographic Point Prices
NYTimes columnist too Princeton economist Paul Krugman has previously (see my link here ) argued that the trading of st…
Have Crude Oil Stocks Exhausted Their Run?
Floyd Norris, the primary fiscal correspondent of The New York Times, suggested inward his blog today that nosotros ar…