Another interesting set of graphics via Northern Trust; this one looks at factor performance by calendar year. The 2nd chart is quite...
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click for ginormous chart Source: Dave Wilson, Bloomberg The general rap against this market is that its being driven by...
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Yesterday’s column referenced Factor-based investing; this discussion via Vanguard is worth reading.
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Via Rob Arnott of RAFI: Just like stocks, bonds, sectors, countries, or any other financial instrument, equity factors and the strategies...
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Wordspy’s WOTD is Algocracy: I would suggest that Wall Street is much closer in its path to becoming an Algocracy...
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I am in the middle of Edward Thorp’s A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the...
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AQR Capital’s Chief Investment Officer describes his unique value & momentum quant strategy. Are Markets Efficient?...
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A Stylized History of Quantitative Finance Emanuel Derman The evolution of a quantitative approach to finance has...
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Benedict de Spinoza., by way of a Emanuel Derman white paper (A Stylized History of Quantitative Finance) looks at the relationship from...
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Is Momentum Really Momentum by ritholtz1 on Scribd
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