Extreme Investing
I REALLY like this paper. Looking for extra information at the extremes makes more sense to me than just decile stats. Here...
The Return of Risk
I'm a big fan of Marc Faber, and not just because we share a great surname. I especially enjoy reading his Barron's roundatable...
Head and Shoulders – Journal of Financial Econometrics
One of the most popular technical patterns that chartists follow is the head and shoulders pattern. The definition from Investopedia:1. Rises to a...
Saving The World With Plankton
When I moved to California after graduation, I spent some time mulling my options with job prospects. I had just wrapped up my...
Managed Futures and REITs
First, a fantastic review of hedge fund replication from Conquest Capital. Here is an interview with Marc H. Malek, Managing Partner at Conquest...
AlphaLetters Weekly Paper Review #4 & #5
Quant working paper reviews from the guys at AlphaLetters (readers of the blog should recognize the first one!):Article 3.Category: Strategy, payout yieldTitle: On the...
Canadian Salmon Cannot Lose at Checkers
Chinook! From the NYTimes:Checkers has been solved.A computer program named Chinook vanquished its human competitors at tournaments more than a decade ago. But...
Trade Like Lee Ainslie – Maverick
One of the unique features of the Virginia undergrad program in Engineering is the requirement that every student must write a thesis to graduate....
Man vs. Wild
Is a great show. And I like Bear. But why the 7% pop yesterday for DISCA on no news and heavy volume? ...
Factor Based Models
I like to use Portfolio123 for my quant based stock models. It is cheap compared to the likes of Factset, and easy to...
