Browsing Archives of Author »Tucker Balch«

Public University Ranking

July 30, 2015


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


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

Upcoming Courses for 2015

April 27, 2015


My Optimized TIAA-CREF Portfolio

January 10, 2015


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


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


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.

How to tell if your Unix machine is vulnerable to the bash security flaw

September 26, 2014


A simple command you can execute to check your machine.