Browsing Archives of Author »Tucker Balch«

Big Data & the Value of Shorting: Talk at Vero Beach

January 8, 2016

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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.

Why multiply by SQRT(252) to compute the Sharpe Ratio?

September 2, 2015

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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

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If you want to be sure to be notified about enrollment opportunities, please sign up to “follow” my blog and look for more updates.

WSJ: Algorithmic Trading: The Play-at-Home Version

August 10, 2015

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The Wall Street Journal interviews a student who completed my MOOC.

Public University Ranking

July 30, 2015

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Based on careful review of multiple factors, we are pleased to release the following ranking of public universities:

9 Mistakes Quants Make that Cause Backtests to Lie

April 27, 2015

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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

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My Optimized TIAA-CREF Portfolio

January 10, 2015

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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 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

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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

Disease Risk Visualization: A Grid-based Simulation

November 2, 2014

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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.