Browsing All Posts filed under »technology«

Market Metrics: Are We In a Bubble?

May 11, 2014 by

3

A look at some of the important quantitative metrics that influence the stock market.

Forecasting Stock Market Strength Using Federal Reserve Data

May 9, 2014 by

3

It is clear, in hindsight, that investors would have done better in 2008 if they had known to move from stocks to fixed income at the beginning of 2008. And similarly, if we could anticipate future bull markets we’d like to be able to shift assets into equities beforehand. Is it possible to anticipate these […]

What is “Slippage?”

January 20, 2014 by

2

Most back testing frameworks model slippage. It is worth knowing what it is.

Asymmetric Beta: A Clue to Low Volatility Outperformance

January 8, 2014 by

2

Low volatility stocks and ETFs seem to perform better than they ought to.  In recent years they have provided similar returns to the overall market, but with lower risk. This phenomenon is referred to as “the low volatility anomaly.”  We take a statistical look at the question to see if we can find clues to […]

MOOC Production: Field Trip Video Kit

August 13, 2013 by

0

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

Review: Weber Performer Gold Charcoal Grill

July 5, 2013 by

2

I upgrade from my “mini” grill to a serious charcoal appliance. $299 at Home Depot

How News Affects Stock Prices

May 23, 2013 by

2

A quick overview of news, prices and technologies.

Why do low volatility ETFs have alpha?

May 9, 2013 by

2

A recent white paper answers the question.

Opinion: DOW 15,000 is a Sugar High

May 4, 2013 by

4

The DOW recently touched 15,000 and it will probably blast through that mark. It makes me worried.

Alpha: A Measure of Fund Management Skill

April 20, 2013 by

16

A short discussion of this important metric.

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