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...
AlphaLetters Weekly Paper Review #2 & #3
Below are two reviews from the guys at AlphaLetters:Article 1.Category: Mutual fund managers and corporate board member, education connectionTitle: The Small World of Investing:...
New Moon Today
O Mister MoonO Mister Moon, moon, bright and shiny moon,Won't you please shine down on me?O Mister Moon, moon, bright and shiny moon,Won't you...
The Sushi Economy
On the plane back from Central America the other day I read a good article in Vanity Fair called "If You Knew Sushi". ...
Want to Invest in the Weather?
Alternative asset classes fascinate me. James Altucher does a good job covering the space, and even has a book on the subject (but...
Renaissance to Launch New $25B Managed Futures Fund
When the best hedge fund on the planet decides to launch a new fund, it bears watching. Even more interesting is the area...