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Why do low volatility ETFs have alpha?
A recent white paper answers the question.
Opinion: DOW 15,000 is a Sugar High
May 4, 2013 by Tucker Balch
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 Tucker Balch
A short discussion of this important metric.
StumpGrinder: Our ETF Arsenal
April 7, 2013 by Tucker Balch
We use an elite group of 12 ETFs in the StumpGrinder portfolio.
StumpGrinder: An Open Source Actively Managed Portfolio of ETFs
April 7, 2013 by Tucker Balch
Follow along as we use quantitative algorithms to manage a real live meat-and-potatoes portfolio of 12 ETFs you’d be happy to have your mom in. We will trade this portfolio monthly in a real account and report the trades and performance of the portfolio.
Interview with Paul Jiganti of TDAmeritrade about Order Flow
March 4, 2013 by Tucker Balch
We dig into the deep details of how an order makes its way from your computer to the exchange and back. Most orders are filled before they reach the exchange, and usually at a better price.
Tucker’s MOOC Takes a Field Trip to Chicago
February 23, 2013 by Tucker Balch
What better way to learn about Computational Investing that to visit one of the largest exchanges in the world, and one of the top online brokers?
$10mm Trading Competition
January 17, 2013 by Tucker Balch
Here’s an interesting new approach to trading talent discovery: Offer investment capital to top portfolio managers.
Christmas Gifts That are Smart: Tucker’s Recommendations for 2012
December 15, 2012 by Tucker Balch
Geeky products I like and recommend.
The High Frequency Trading Arms Race is a Problem But Taxing isn’t the Solution
August 11, 2012 by Tucker Balch
Discrete time markets are better than taxing.
May 9, 2013 by Tucker Balch
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