Our low volatility mascot. January 8, 2014

Bond/Stock Correlation: A Quantitative Headwind for Asset Allocation Strategies

November 11, 2013
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Scatter plot showing daily returns of SPY versus BLV. They are anti-correlated.

Up until a few months ago I was trading an asset allocation strategy that invested significantly in bonds and large cap US stocks.  I exited that strategy because the correlation between bond and stock returns concerned me.  Here’s a detailed analysis. keywords: asset allocation, diversified portfolio, stocks bonds

Calling the Market Bottom In 2009

October 19, 2013
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I came across this post I made on facebook in 2009.  It was based on market wide quantitative measures I was looking at at the time.

Posted in: research, strategy

MOOC Production: Field Trip Video Kit

August 13, 2013
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light

This is a recommended set of equipment to record onsite videos.

Posted in: MOOCs, research, technology
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