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...
Turbulent Times in Quant Land
This week’s MiB is with Matthew Rothman, currently head of Global Quantitative Equity Research at Credit Suisse, and Senior...
Are We At Peak Factor Investing?
A Hot Investment Style Looks Great in the Rearview Mirror Investment vehicles designed based on past performance might just disappoint in...
Factor Performance by Calendar Year & Cycle Length
Another interesting set of graphics via Northern Trust; this one looks at factor performance by calendar year. The 2nd chart is quite...
Are Too Few Stocks Driving S&P 500?
click for ginormous chart Source: Dave Wilson, Bloomberg The general rap against this market is that its being driven by...
Factor-based investing
Yesterday’s column referenced Factor-based investing; this discussion via Vanguard is worth reading.
Smart Beta Interactive
Via Rob Arnott of RAFI: Just like stocks, bonds, sectors, countries, or any other financial instrument, equity factors and the strategies...
Algocracy: Rule or government by algorithm
Wordspy’s WOTD is Algocracy: I would suggest that Wall Street is much closer in its path to becoming an Algocracy...
Speaking with: Edward Thorp
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...