Quantitative Trading

I wrote a blog article last year on why hedging isn't always better. The more I try to practice what I preached, the more I am convince...

Floyd Norris, the chief financial correspondent of The New York Times, suggested in his blog today that we are looking at "The Beginni...

NYTimes columnist and Princeton economist Paul Krugman has previously (see my link here ) argued that the trading of oil futures should have...

For readers who have been tracking the Gott and Colley presidential electoral vote prediction, they will notice a sudden switch over to a p...

There has been a lot of buzz lately about a simple statistical model proposed by astrophysicists Prof. Gott and Dr. Colley that uses the me...

A reader told me that he can now pre-order my book "Quantitative Trading: How to Build Your Own Algorithmic Trading Business" fro...

A portfolio manager that I used to work for like to pronounce that his trading models have "no free parameters". As is customary i...

A preprint version of my Regime Switching and Machine Learning article can be found on my premium content area.

My article on a trading strategy based on regime switching and machine learning techniques is now available on Automated Trader magazine (s...

The economist Paul Krugman advances an interesting argument today in the New York Times against the idea that high oil prices are due to he...

Equity investors like to check out a company's price/earnings ratio before they invest in its stock. Likewise, real estate investors sho...

Mark Hulbert of the New York Times just discussed 2 momentum strategies investigated by professors David Aboody, Brett Trueman and Reuven ...

I am happy to have my guest blogger Heather Johnson write about economics again. (I hope to emerge from my hiatus soon after finishing the f...

It might surprise some of you that lending money to middle-class American home owners to buy houses may be much riskier than lending money t...

For readers who live in the New York area, here is an interesting upcoming seminar at Columbia University: The subprime mortgage crisis of ...

According to Eurekahedge Hedge Fund Index , hedge funds had the worst performance in eight years during this past January. And long-short eq...

Momentum vs. mean-reversion has been a perennial theme in investing, not least quantitative investing. My contention has always been that mo...

There were reports that quant strategies have been suffering again in January, given the market turmoil generated partly by the Societe Gene...

This Economist Magazine article confirms my personal experience that value investing is in a sea of pain at the moment. The reasons are qui...

Readers of this blog have seen my discussions of various seasonal trades in commodities futures (e.g. see this article ). Recently, Mark Hul...