Browsing Archives of Author »Tucker Balch«

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

September 26, 2014

2

A simple command you can execute to check your machine.

BlackDog: A Dynamic Stock/Bond Allocation Strategy

September 12, 2014

13

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 […]

New Book: What Hedge Funds Really Do

August 7, 2014

24

I’m pleased to announce the upcoming release of a new book written with Philip Romero.

Review: TIAA Real Estate Account

July 30, 2014

3

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

6

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

Interest Rate Risk: The Fed and the Market

May 9, 2014

4

Over the last 18 months we’ve seen that when the Fed hints at a change in Quantitative Easing or interest rates, the markets get jittery. We take a look at how a Fed-induced market correction might unfold. keywords: asset allocation, diversified portfolio, stocks bonds

Forecasting Stock Market Strength Using Federal Reserve Data

May 9, 2014

5

It is clear, in hindsight, that investors would have done better in 2008 if they had known to move from stocks to fixed income at the beginning of 2008. And similarly, if we could anticipate future bull markets we’d like to be able to shift assets into equities beforehand. Is it possible to anticipate these […]

What is “Slippage?”

January 20, 2014

3

Most back testing frameworks model slippage. It is worth knowing what it is.

Asymmetric Beta: A Clue to Low Volatility Outperformance

January 8, 2014

2

Low volatility stocks and ETFs seem to perform better than they ought to.  In recent years they have provided similar returns to the overall market, but with lower risk. This phenomenon is referred to as “the low volatility anomaly.”  We take a statistical look at the question to see if we can find clues to […]

A Day In the Life of A MOOC Student

December 6, 2013

0

The experiences of a student who recently completed a MOOC I teach.