Does the SEC Do Quantitative Research ?
Given how easily identifiable the Madoff/Ponzi scheme was mathematically, I must ask a simple question: Does the SEC do any quantitative...
Some Things That Just Should Not Be
There are things in today’s markets that are simply astounding. They should not exist, yet they do. Why should US bills trade at...
Be Wary of Serial Correlation
MIT’s Andrew Lo: The key concept here, developed by MIT professor and noted hedge-fund theorist Andrew Lo, is “serial...
Using TARP to Bailout Autos
> Well, if you think about it, they ARE troubled assets . . . > > See also: U.S. Treasury Ready to Prevent Failure of Automakers...
Jim Rogers: Most U.S. Banks “Bankrupt”
Jim Rogers on Thursday called most of the largest U.S. banks “totally bankrupt,” and said government efforts to fix the...
Inside Wall Street’s Madoff Scandal
A “Giant Ponzi Scheme” – Interview with Aksia CEO Jim Vos: Advised Clients Not to Invest with Madoff Bloomberg: WSJ:
And Then There Were None
Peter Demirali is a portfolio manager and heads Cumberland’s taxable fixed income area and is a long time veteran of taxable fixed...