Often financial analysts are presented with statistical charts that purport to demonstrate an important — and, of course, investable — relationship between data points. These charts are supposed to be worth a thousand words and thousands of shares traded. But invariably these charts do not have an r-squared for the data displayed, or any other descriptive statistical data; just the seductive image. Read more
8 CommentsQuantitative Methods
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Kent Osband offers that the mathematics of turbulence provides a mathematical framework for bridging modern portfolio theory’s rationalism with behavioral finance’s irrationalism. Read more
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David Larrabee, CFA, rounds up the most interesting reads for equity investors from the last couple weeks. Read more
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Top posts from last month included a network analysis of Bloomberg’s Twitter a-list, dire warnings about the Fed’s policies from James G. Rickards, and discussions about alternatives to fiat money. Read more
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The chief investment officer at the Bass Family Office says that the expected quality of a hedge fund manager is a function of additional return, minimal volatility, a bias toward positive returns, and less big blow ups. Read more
4 CommentsAfter 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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What do quant great Edward O. Thorp, behavioralist Jamies Montier, and value investing legends, Benjamin Graham and Warren Buffett, have in common? These investment practitioners all make a seemingly incongruous appearance together in Quantitative Value, a new book by Wesley Gray and Tobias Carlisle. Read more
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Some of the top articles from last month ask whether technical analysis can boost returns, what the next 20 years have in store for private wealth, and how well the stock market discounts. Read more
Leave a CommentWhat 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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