Quant Geek Weekend Finance Homework
Recently Discovered Research You Might Have Missed: Price Momentum Key For Tactical ETF Investor (ETF.com) Trading Google Trends with Logistic Regression (MKTSTK) Driven by Fear? [...]
The Big Game and Hindsight Bias
After watching the post-game commentary after the Big Game, it appears that many commentators may have been suffering from Hindsight Bias. Numerous "experts" claimed that [...]
Football, PSI, and the Big Game
The past 2 weeks there has been some controversy around the so-called "Deflate-gate," where the N.E. Patriots were accused of intentionally deflating the footballs to [...]
Quant Geek Weekend Finance Homework
Recently Discovered Research You Might Have Missed: For Passive Funds, a Stronger Link Between Fees and Performance (Morningstar) A Revelation For Small-Cap Investing Strategies (The Capital [...]
Humble Pie Prevents 99.8% Drawdowns
It’s not every day you hear news of a 99.8% drawdown, but it looks like today is one of those days. Owen Li of Canarsie [...]
Have Hedge Funds Been a Disappointment? Cliff Asness Weighs In
Fortune published a great interview with Cliff Asness a few months ago, in which he breaks down hedge funds, recent performance, and why the critics [...]
A Real Life Quant Finance Geek Blog Romance
The blogosphere is great for meeting new people with similar interests. Unfortunately, we rarely get to shake hands and meet people in person--we only connect [...]
Quantitative Value @ $19.99 is Back On!!!
Hi everyone! I am happy to announce that our book shipment has arrived and Quantitative Value is back on the market at $19.99! We ordered 760 [...]
The Amazing Unbeatable Poker Algorithm
Everyone remembers when Deep Blue first defeated Gary Kasparov, but recently computers have begun quietly edging past humans in another human game: poker. The journal [...]
“And…it’s GONE”: Tuesday Fun w/ SouthPark
South Park highlighting the importance of saving money!
Global Economic Perspectives from a Pragmatic Capitalist
Cullen Roche, who runs the finance and economics blog, Pragmatic Capitalism, is the ultimate "top-down" investor, and recommends that investors think globally, rather than locally when [...]
Cincinnati Visit–Let us know if you are in the area!
Jack and I will be presenting some research in Cincinnati, OH on January 14th. I think there will be some free food and some education [...]
Quant Value Book $19.99 Inventory Out…for Now :-(
We are negotiating to get a new supply and we're hoping to deliver it at $19.99. We blew through our last batch of inventory WAY FASTER THAN [...]
Two Free Books for attending NYC event!
This Wednesday, January 7th, I'll be presenting our Quantitative Value Philosophy to the NYSSA group. If you are based in NYC, I'd love to see you [...]
Sensational SEC Finding: Backtest gone bad!
The SEC landed a $35mm fine against F-squared yesterday! A quote from the the SEC filing: The inaccurate compilation of historical data substantially improved the [...]
Mutual Fund Replication–Death of Closet Indexers?
Want to identify how to replicate an expensive, tax-inefficient mutual fund with ETFs? Interactive Brokers has a pretty cool tool that does exactly that! Check [...]
Our Top 5 Geeky Finance Posts for 2014
Friends/Readers: We are calling it quits for the holidays. Most of us have kids and Santa is coming to town! We'll talk quant and educate [...]
No posts today … busy :)
We'll be back to our content flow tomorrow. Thanks for all your support.
Oil Stocks: A Real-Time Case Study in Value Investing
I just took a snapshot of the front page of Yahoo Finance, CNBC.com, and Bloomberg.com: Bloomberg.com @ 1725 EST CNBC.com @ 1725 [...]
Stop Paying Attention to Your Brokerage Statements
The Worst, the Best, Ignoring All the Rest: The Rank Effect and Trading Behavior Hartzmark A version of the paper can be found here. Want a [...]