Alpha Persistence & A Simple Momentum System For Beating the Market

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Alpha persistence in long short hedge funds. This study gives a lot of support to the upcoming AlphaClone software launch.This is similar to...

150th Anniversary of "On the Origin of Species"

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 The Genius of Charles Darwin Episode One here

New Blog

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EconomPic DataHere is a good post on the good and bad of hedge fund performance in 2008.

LinkFest

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What stock from the Russell 3000 is up the most this year? The Finish Line (FINL) at 350%.If anyone can find the Finish...

Weekend Linkfest

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From Bespoke - the second worst month for commodities ever.If you remember from this earlier post, after an asset class takes a big dump...

WikiInvest Embedable Stock Chats

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Not bad. You can click, drag, pan, and zoom all without a page refresh.Here is one for GOOG:http://charts.wikinvest.com/wikinvest/wikichart/javascript/EmbedChart.jshttp://www.wikinvest.com/common/javascript/resource.jshttp://charts.wikinvest.com/WikiChartMini.swf

LinkFest

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Everyone is jumping in the ETF boat. PIMCO files to join the fray.----Latest from GMO:(Free to access, but you have to register.)"The Global...

It is too bad Meb (Keflezighi) will not be competing in the 2008 Olympics…

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Silver medalist in 2004.http://www.runmeb.com/(Picture from an old cover of RunnersWorld)

Speaking of Volatility…

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a fairly moderate earthquake here in LA of 5.8. Since the Richter scale goes exponential (a 6 is 10 times worse than a...

Volatility Clustering

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“Statistics are like bikinis. They show a lot, but never everything.” - Lou Piniella, Cubs ManagerI am always surprised as to the posts readers...