PSA: Your NCAA March Madness Rules are Garbage. Do This Instead.
In Miscellaneous onAs part of our ongoing efforts to make it easier for you to easily access all our content, we will…
0Empirical Finance: Meeting Fiduciary Standards Through Skepticism, Not Cynicism
In LATEST, Miscellaneous onMichael Edesses is out with a scathing article lambasting the field of empirical finance. He draws inspiration from Harvey, Liu…
All Strategies “Blow Up”
In Miscellaneous onWe are a quantitative finance shop, right down to the ground. All of our portfolios are driven by supervised quantitative…
We’re Launching Our 2nd Blog: SKEW
In Miscellaneous onToday, we are happy to announce the launch of Skew, our second blog. Until we move it to its permanent…
Winning By Not Losing: Bootstrap Quantile Clouds
In Miscellaneous onFundamental Rule #1: For most investors, financial risk is singularly defined as the probability of not reaching financial goals. As such,…
The Narrative is Reality
In Miscellaneous onBack in the days when I still thought markets were driven by fundamentals I used to be a big fan…
Dow 20,000: Is 2015 the Year?
In Miscellaneous onIt’s that time of year again. Yup, that jolly, happy time of year when the soothsayers of Wall Street start trumpeting…
A Century of Generalized Momentum
In Miscellaneous onWe enjoy collaborating on new research projects simply because nobody has a monopoly on interesting ideas. Where our expertise in…
