We’re Hosting a March Madness Challenge because Normal Rules are Junk
In Retail onThis is cross-posted from SkewU, our sister blog. We don’t normally do this sort of thing, but this is important…
0We Published Our First Book! Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times – and Bad
In Adaptive Asset Allocation, Asset Allocation, Behavioural Finance, Factors, Industry Illusions, Institutional, Minimum Variance, Optimization, Permanent Portfolio, Retail, Retirement, Risk Parity, Systematic Investing, Tactical Alpha, Valuation Based Equity Market Forecasts onWe are happy to announce that our book, Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times -…
‘Tis the Season for Bold Prediction
In Behavioural Finance, Retail onAs we’ve written many times in the past, the human brain is not wired for objective assessment. Through the ages,…
Valuation Based Equity Market Forecasts: Q2 2014
Any analysis that relies on the past to offer guidance about the future makes the strong assumption that the future…
Article in Taxes & Wealth Management
The Miller Thompson / Reuters monthly Taxes and Wealth Management newsletter carried an article we authored on the relationship between portfolio…
Why Skill Never Prevails in Your NCAA March Madness Office Pool
In Miscellaneous, Retail onGuest contribution from David Gimpel and Matt Zerker, our resident NCAA fans As quants and sports fans we often find…
NFL Parity, Sample Size and Manager Selection
In Miscellaneous, Retail onWe’ve been discussing issues around statistical significance – – most notably, what makes a tested model’s results significant and therefore…
