Listening to a fascinating talk and associated slide deck on the 'future of technology and the world." h.t. R. Compton http://recode.net/2014/05/30/mary-meekers-annual-rapid-fire-internet-trends-talk-video/ If you are into [...]
The (Questionable) Legality of High-Speed 'Pinging' and 'Front Running' in the Futures Markets Greg Scopino A version of the paper can be found here. Want a [...]
Industry Window Dressing Huaizhi Chen, Lauren Cohen, Dong Lou A version of the paper can be found here. Want a summary of academic papers with alpha? [...]
I've heard some crazy things over the years and I often wondered what percentage of investment managers and advisors have an element of "astrology" to their decision-making process. Nonetheless, I never actually thought someone would use "relationships(s) between astronomical phenomena and events in the human world" to make investment decisions.
Hot hand bias in rhesus monkeys Blanchard, Wilke, and Hayden A version of the paper can be found here. Want a summary of academic papers with [...]
Alex Edmans is an old friend and an outstanding research and teacher (he was at Wharton, but now he is at LBS) ...and he's got [...]
http://www.rgrdlaw.com/media/cases/279_complaint.pdf This case arises out of a scheme and wrongful course of business whereby the Exchange Defendants, together with a defendant class of the brokerage firms [...]
The Jacobs Levy Equity Management Center is hosting a conference on cutting edge Quantitative Financial Research. The academic director of the center is Chris Geczy, [...]
I'm new to the crew here, but I'd like to introduce myself. My name is Gabe Kates and I'm currently a student at Haverford College, [...]
On the Present Value Model in a Cross Section of Stocks R Startz and K Tsang A version of the paper can be found here. Want [...]
A few months ago we did a post on avoiding predictions associated with highly confident experts. A quote from my own blog post: Expect the [...]
The “anchoring bias” is firmly established in psychology circles, but a more recent area of focus within the field--social anchoring--is opening up some intriguing new [...]
In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs J. Duanmu, Y. Li, and A. Malakhov. A version of the paper can [...]
Reading PhD dissertations can be frustrating (lots of typos, jargon, etc.), but they can also be fascinating because they haven't been "diluted" via the publishing [...]
http://www.journalofaccountancy.com/Issues/2013/Mar/20126102.htm This is dedicated to all our tax-minimization fans out there. In recent years, smaller, closely held businesses have also learned that the captive insurance entities [...]
Fortune has an interesting article on Warren Buffett's performance over the past 5 years (12/31/2008 through 12/31/2013) Furthermore, though Buffett doesn't specifically talk about this [...]
Stock Picking Skills of SEC Employees Shivaram Rajgopal and Roger White A version of the paper can be found here. Want a summary of academic papers [...]
Many in the investing world feel that, when assessing securities for purchase, the more information that can be assembled, the better off the investor. In [...]
We did a quick study on monthly vs. annual rebalancing for the IVY5 asset allocation portfolio. We did buy and hold and moving average rule [...]
Trading on Algos Johannes Atle Skjeltorp, Elvira Sojli, Wing Wah Tham A version of the paper can be found here. Want a summary of academic papers [...]
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