After the Great Recession, some quantitative finance watchers stated that the discipline wass dead. Yet, some practitioners, such as Attilio Meucci, are evolving new ways for coping with the real world’s complexities. Read more
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Just as the surging US equity market and better economic news were beginning to build investor confidence, events in Cyprus have provided a disturbing counterpoint. Could a black swan plunge markets into another global financial crisis? The cover story of the latest issue of CFA Institute Magazine looks at five disaster scenarios that might appear unlikely now but that have the potential to cause a chain reaction in global markets. Read more
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A wrap-up of key issues affecting global markets for fundamental investors.
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What is the current state of capital raising? What types of hedge fund strategies are attracting capital? How have hedge funds evolved subsequent to the global financial crisis? Read more
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Mark Harrison, CFA, rounds up the latest thinking on gold as an investment and basis for monetary systems. Read more
3 CommentsRecent posts on rescaled range analysis inspired new research into the VIX. Read more
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A panel of financial social media influencers and startup founders discussed the current state of social investing, as part of New York Social Media Week. Here are some highlights from the event. Read more
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This post uses long time scales of the S&P 500 as a test case for discussing the major tenets of rescaled range analysis, a favorite technique of fractal market analysis, chaos theoreticians, and some technical analysts. Read more
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Can neuroscience explain the financial crisis? Investigations into the biological systems that influence decision making, especially about gains and losses, may transform the way we think about investing. Will traders take daily mood cocktails to improve performance? Will genetic profiling screen for dysfunctional risk-seeking traits? The cover story of the latest issue of CFA Institute Magazine looks at “the biological investor.” Read more
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Ron Rimkus, CFA, wraps up the key issues affecting global markets for fundamental investors. Read more
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