Alpha Engines
Ray Dailo has a good comment in the great book 2020 Vision (which, for whatever reason is only available through Mercer in Australia). ...
Optimizing on Happiness
The market is up today. Are you as happy today as you were sad yesterday when the market was down?Fish see the bait,...
Emmanuelle in Hedge Fund Land
There have been over 30 films based on the Emanuelle franchise, a softcore film series that began in the 1960's. According to Wikipedia,...
Book Cover Design Contest
Longtime readers know that I am a big fan of user generated content and paid participation in media. So for those who haven't...
In Response
to my last post a few readers mentioned Ken Heebner (I am a happy shareholder of CGMFX). Up 80% last year. From...
Building an All-Weather Portfolio
The best fund manager of our time? You've got to be kidding me. Never heard of Simons, Tudor, Cohen, Robertson, Soros. ....
Model Extensions
The best part about blogging, as well as publishing your research, is when people take your work and improve upon it. Great job...
Friday LinkFest
This new book is a must read: Fooling Some of the People All of the Time: A Long Short Story by Greenlight's David...