Understanding the Cap Size Premium
For some reason, the small cap premium keeps coming up. It is one of the original Fame-French Factors and continues to persist, even...
Democratize Quant 2018
Today (weather permitting), I will be at Wes Gray and Jack Vogel’s one day conference outside of Philly. It is part...
Interview: James Simons
James Harris Simons has been described as “the world’s smartest billionaire”, amassing a fortune through the clever use...
MIB: Jeff Sherman of Doubleline Capital
This week I sat down with Jeffrey Sherman, Deputy Chief Investment Officer of Doubleline Capital. Sherman, a CFA charter holder, is...
James Simons: Conquering Wall Street with Mathematics
A speech and Q&A with billionaire and the second richest hedge fund manager in the world, James Simons. In this speech James talks...
By The Numbers
By The Numbers is a new blog by my friend and colleague Nir Kaissir. He does great work for Bloomberg Gadfly. His approach...
EBI: Asness in Purgatory
One week from today is the 2nd annual Evidence-Based Investing Conference in NYC. It is an amazing line up of keynote speakers,...
MiB: Paul Wilmott on Creating a Quadrillion Dollars Out of Thin...
What happens when you create a quadrillion dollars out of thin air, and then blow it up? Paul Wilmott, a quantitative finance expert,...
MiB: Paul Wilmott on Trouble with Quants
When you create a quadrillion dollars out of thin air, and then blow it up, you have a problem. So says Paul Wilmott, a quantitative...
MiB: Quant 3.0 with Matthew Rothman
Matthew Rothman is the head of Global Quantitative Equity Research at Credit Suisse as well as a Senior Lecturer in Finance at the MIT...