Browsing Archives of Author »Tucker Balch«

A Comparison of Online MOOC Versus On Campus Course Delivery

November 20, 2013


I report on the demographics and experiences of two cohorts of  students who completed an 8 week course. The cohorts include: 29,000 students who took the course via MOOC, and 100 students who took the course on campus at Georgia Tech. Of those students, the data is based on 879 respondents who completed the course […]

Bond/Stock Correlation: A Quantitative Headwind for Asset Allocation Strategies

November 11, 2013


Up until a few months ago I was trading an asset allocation strategy that invested significantly in bonds and large cap US stocks.  I exited that strategy because the correlation between bond and stock returns concerned me.  Here’s a detailed analysis. keywords: asset allocation, diversified portfolio, stocks bonds

Calling the Market Bottom In 2009

October 19, 2013


I came across this post I made on facebook in 2009.  It was based on market wide quantitative measures I was looking at at the time.

MOOC Production: Field Trip Video Kit

August 13, 2013


This is a recommended set of equipment to record onsite videos.

Assessment of Insider Trading Information for Investment Strategies

August 12, 2013


In this white paper produced by Lucena Research, we show how insider trading information can inform an effective trading strategy. We analyze data provided by our partner by Scott Strong and Tucker Balch, Ph.D. keywords: insider trading, proprietary indicators

Opportunities to Learn About Quant Technologies

August 7, 2013


I’m teaching about quantitative investment techniques in a few venues over the next few weeks (starting Thursday, August 8).  I invite you to participate!

Assessment of a Supply Chain-based Indicator for Stock Trading

July 26, 2013


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


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


I recently taught a Massive Online Open Class (MOOC) titled “Computational Investing, Part I” via 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


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, […]