Does Canada Belong To The Emerging Markets?
Many of us Canadians similar to mean value of our economic scheme every bit a fellow member of the advanced, post-indus…
Artificial News Together With Stock Picking
There was an article inward the New York Times a brusk piece agone nearly a novel hedge fund launched past times Mr. R…
Market-Cap Together With Growth-Value Arbitrage
Predicting whether small-cap or increment stocks volition outperform large-cap or value stocks inwards the side yestery…
Dna, Cryptology, Speech Communication Recognition, Together With Trading
There is an interesting New York Times article on a mathematician too cryptologist who used to operate for the wildly …
Another Limitation Of Artificial Tidings In Addition To Information Mining
Sometime agone I espoused my views that AI in addition to information mining techniques may non endure suited for pred…
Do Element Models Live On Inwards The Curt Term?
Besides pair-trading, “factor model” is the close pop workhorse of the statistical arbitrageur. In a previous article ,…
Universal Portfolios
Let me depict a portfolio optimization scheme that, over the long run, is supposedly guaranteed to outperform the best …
Factor Models: The Ground Continues...
A reader JR only posted approximately real thoughtful comments on my article on element models. You tin rank the axe re…
Sentiment Equally Contrarian Indicator
More insights from article on Market-cap as well as growth-value arbitrage .)
What Is Your Destination Loss Strategy?
A reader late asked me whether setting a halt loss for a trading strategy is a practiced idea. I am a big fan of settin…
Stop-Loss Strategy: Re-Post
Due to a technical glitch, many subscribers to this weblog were non notified of my latest article on stop-loss strategy…
Cointegration Betwixt Fossil Oil As Well As Bond Yield? Not!
An explained before, the fact that these two numbers are anti-correlated produce non forbid them from existence cointe…
Index Tracking, Arbitrage, Together With Cointegration
Mr. Lange, a reader of mine from Germany, alerted me to the next subscribers only area. (Mr. Lange has graciously allo…
In Praise Of Day-Trading
A recent article past times Mark Hulbert inwards the NYTimes talked nearly the Value Line's rankings, together w…
Use The Correct Discount Charge Per Unit Of Measurement To Avoid Jail Time
Here is a fascinating story nigh the one-time treasurer of Essex County, New Jersey, who was sentenced to vii in addit…
Another Article On Political Futures Markets
A NYTimes article yesterday talked almost the political futures marketplace order intrade .com inward the context of …
Do Gilt In Addition To Fossil Oil Cointegrate?
I produce got written extensively hither nearly cointegration betwixt gold-miners in addition to aureate ETF's (GDX…
Index Arbitrage Amongst Xle
In looking for pairs of fiscal instruments to duad trade, nosotros produce non accept to restrict ourselves to pairs th…
Platinum-Gold Spread Revisited
Now that Chinese New Year's Day is over, it is fourth dimension to revisit the Platinum-Gold spread that I talked n…
Maximizing Chemical Compound Charge Per Unit Of Measurement Of Provide Vs Maximizing Sharpe Ratio
A reader, Mr. A. Goldstein, made a real useful observation close my article " Maximizing Compound Rate of Return &…
Is Increasing Beta Or Increasing Leverage A Amend Fashion To Growth Returns?
In my previous post, I reported an sharp observation from my reader Mr. Goldstein that maximizing chemical compound ch…
Seven Factors That Capture Virtually Of Hedge Funds' Returns
The Economist magazine simply published an article on this topic previously.) The 7 factors are (are you lot ready?): …
Hedging Isn't E'er Better
Many of the strategies I wrote nigh inward this spider web log are market-neutral strategies: long i musical instrument…
Out-Of-Sample Examination On Cointegrating Handbasket Of Stocks
An anonymous reader "L" posted some thoughtful objections to the agency I constructed the basket of stocks th…
Recap: Platinum-Gold Spread Trade
The platinum-gold spread merchandise that I discussed is i time once again profitable this year. If a trader entered t…
Recap: Gasoline Futures Seasonal Trade
The gasoline futures seasonal merchandise that I mentioned inwards a previous post in addition to discussed inwards de…
Are Claims Of Seasonality Inwards Commodity Futures Markets Fraudulent ?
I convey written almost several commodities futures seasonal trades (e.g. PL- GC here , too RT here ) recently, too pi…
Recap: Australian Dollar Futures Seasonal Trade
Yesterday was the exceed away of the Australian dollar futures seasonal merchandise which I discussed inwards my link .
A Component Subdivision Model That I Tin Order The Sack Believe In
Some of yous may retrieve that I preached about the uselessness of constituent models inwards predicting curt term ret…
The Lawsuit Of Terrorism On Forex Trading
Here is an interesting as well as thoughtful article , amongst reference to an academic study, on how terrorism affects…
Pair Trading Stocks As Well As The Life-Cycle Of Strategies
I convey discussed inwards diverse articles trading the spreads betwixt pairs of ETF ’s, or betwixt a handbasket of sto…
News-Driven Algorithmic Trading
There is an article close algorithmic trading inwards the latest lawsuit of the Economist magazine, where it says tha…
Fair Value Of Currencies
In the same final result of the Economist magazine I cited previously, in that place is an article almost the valuati…
More On News-Driven Trading
For readers who are interested inwards news-driven trading , hither is only about other Post Earnings Annoucement Drift…
Currency Trading Resources
For those of y'all who are into currency trading, this blog looks interesting. You tin likewise subscribe to a gra…