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
Turnover Liquidity and the Transmission of Monetary Policy
Fed (Minneapolis): Turnover Liquidity and the Transmission of Monetary Policy by ritholtz1 on Scribd
MIB: Wes Gray, Alpha Architect
This week on our Masters in Business podcast, we speak with Wes Gray, former Captain in U.S. Marines, and founder of Alpha Architect. He...
A Loser’s Lottery
Salil Mehta is a two-time Administration executive, leading Treasury/TARP’s analytics team, as well as PBGC’s policy, research, and...
Ted Williams, Baseball’s First Quant
What Buffett Saw in Baseball’s Greatest Hitter Ted Williams understood the probabilities of a strike or a hit. Bloomberg, February...