Browsing All Posts filed under »strategy«

9 Mistakes Quants Make that Cause Backtests to Lie

April 27, 2015 by

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“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI.

Upcoming Courses for 2015

April 27, 2015 by

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My Optimized TIAA-CREF Portfolio

January 10, 2015 by

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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 others that are managed by outside vendors.  Figuring out which funds to invest in and how much to invest in […]

50 Words You Don’t Want to See In a 10-K SEC Filing

December 18, 2014 by

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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

BlackDog: A Dynamic Stock/Bond Allocation Strategy

September 12, 2014 by

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It is well known that portfolios that blend stocks and bonds perform well because their major asset classes are anti-correlated.  There are a few major weaknesses in the way these portfolios are typically managed however.  Namely that the ratio of stocks to bonds is usually fixed, and also that they don’t always use the best representatives […]

Review: TIAA Real Estate Account

July 30, 2014 by

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If you have an account with TIAA-CREF (many university and college employees do) you probably have access to the TIAA Real Estate Account (TRE*).  If you’re interested in a real estate investment, TRE is a powerful option. *Note: TRE is just my own personal abbreviation, it is not a ticker symbol.

Market Metrics: Are We In a Bubble?

May 11, 2014 by

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

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