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...
Cliff Asness: Are Markets Efficient?
AQR Capital’s Chief Investment Officer describes his unique value & momentum quant strategy. Are Markets Efficient?...
A Stylized History of Quantitative Finance
A Stylized History of Quantitative Finance Emanuel Derman The evolution of a quantitative approach to finance has...
Mapping Emotions of Pain, Pleasure, and Desire
Benedict de Spinoza., by way of a Emanuel Derman white paper (A Stylized History of Quantitative Finance) looks at the relationship from...
10 Commandments of Financial Modeling
From Nick Colas, Chief Strategist at Convergex, comes the 10 Commandments of Financial Modeling: Commandment #1: Know your...
Measuring the effect of the zero lower bound on monetary policy
Fed (San Francisco): Fed (San Francisco): Measuring the effect of the zero lower bound on monetary policy