Quant Models For Box Office Movie Returns
If you have one, now you have your exchange.
Maybe Ryan Kavanaugh should start a hedge fund?
Suvivor Bias
Is an enormous issue, and one of the biggest NO-NOs if you are a quant.
If you are not familiar with survivor bias it is...
Is Whitney Tilson Running a Best Ideas Fund of Funds?
I like Whitney Tilson and the research he puts out. His housing work is some of the best and thorough research I have seen...
Taleb & Faber & Gomez & Hendry
Great Great Interview
http://2010.therussiaforum.com/news/session-video3/
Airplane Reading
Most of the way through The Quants and it is delicious reading. While a lot is review for someone who is well versed in...
Your Irrational Brain & What Happens When You Are Loss Averse
Lots of buzz about a new study involving the brain and losing $. We have been chatting about that on WB for a long...
Yield Curve Predictors of Foreign Exchange Returns
Yield Curve Predictors of Foreign Exchange Returns
I can't figure out why DB doesn't launch ETFs/ETNs on the other currency strategies they have (they did...
