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Big Data & the Value of Shorting: Talk at Vero Beach
I was invited by Essex Asset Management to speak about the influence of big data on investment practice in Vero Beach, FL. where we have a large selection of boats for sale metairie la area.
Posted in: Uncategorized
Why multiply by SQRT(252) to compute the Sharpe Ratio?
September 2, 2015
by Tucker Balch
This question comes up every time I teach Computational Investing. Here’s my attempt to create the best, (final?) answer to this question.
Update on the MOOC “Machine Learning for Trading”
August 11, 2015
by Tucker Balch
If you want to be sure to be notified about enrollment opportunities, please sign up to “follow” my blog and look for more updates.
Posted in: academic research, MOOCs
WSJ: Algorithmic Trading: The Play-at-Home Version
August 10, 2015
by Tucker Balch
The Wall Street Journal interviews a student who completed my MOOC.
Public University Ranking
July 30, 2015
by Tucker Balch
Based on careful review of multiple factors, we are pleased to release the following ranking of public universities:
Posted in: Uncategorized
9 Mistakes Quants Make that Cause Backtests to Lie
April 27, 2015
by Tucker Balch
“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI.
My Optimized TIAA-CREF Portfolio
January 10, 2015
by Tucker Balch
Like many of my colleagues, my retirement funds are held at TIAA-CREF as part of a 403(b) plan. My investment options there include a choice of 54 funds that include some managed by TIAA-CREF and QuestIRA. Figuring out which funds to invest in and how much to invest in each is a complicated affair. Here’s […]
50 Words You Don’t Want to See In a 10-K SEC Filing
December 18, 2014
by Tucker Balch
A research project just completed by Georgia Tech MSCS student Junwei Li looks at the impact words have on stock prices. keywords: SEC Filing, stock price change
Disease Risk Visualization: A Grid-based Simulation
November 2, 2014
by Tucker Balch
How worried should we be about Ebola in the US? In order to answer that question for myself, I created a simple simulation that can be used to visualize the spread and mortality of various diseases.
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January 8, 2016
by Tucker Balch
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