Browsing All Posts published on »July, 2013«

Assessment of a Supply Chain-based Indicator for Stock Trading

July 26, 2013 by

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In this white paper produced by Lucena Research, we show how supply chain information can inform an effective trading strategy. Supply chain data was provided by Revere Data, LLC. by John Cornwell and Tucker Balch, Ph.D. keywords: supply chain, proprietary indicators

Securities That May Survive Upcoming Interest Rate Jolts

July 25, 2013 by

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We saw in May and June 2013 that a hint of change in monetary policy can lead to a simultaneous drop in stocks and bonds. What could we add to a portfolio to protect against that risk? keywords: asset allocation, risk parity, diversified portfolio

Why the “Low MOOC Completion Rate” Statistic is a Bogus Argument

July 24, 2013 by

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I recently taught a Massive Online Open Class (MOOC) titled “Computational Investing, Part I” via coursera.org. 53,000 people “enrolled,” which is to say they clicked a “sign up” button. How many finished?

Are We In a New Market Regime? Why Diversified Funds Lost Value in May-June 2013

July 24, 2013 by

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You may have recently received a quarterly statement from your wealth manager or 401K provider and discovered that your low risk portfolio lost value. Many well managed funds experienced a similar dip. This dip was “special” and it may signal a transition to a new market regime. I’ll explain the drop, why it was special, […]

Watch Out for Thinly Traded Stocks in Quant Strategies

July 19, 2013 by

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Many people assume that all members of the Russell 3000 are “safe”.

Review: Weber Performer Gold Charcoal Grill

July 5, 2013 by

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

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