Subscribe:
RSS feed
computation for trading
Browsing All Posts filed under »research«
My Optimized TIAA-CREF Portfolio: How It’s Going
At the beginning of 2015 I analyzed my retirement portfolio at TIAA-CREF and set allocations using a portfolio optimizer. It is time to check in on that portfolio to see how it is going… Advertisements
The Generation Z Portfolio is Blowing the Doors Off the Market
July 18, 2018 by Tucker Balch
In January 2015 my wife and I decided to set up investment accounts for our school-aged children. Each semester they are provided a reward for good grades, half of which they must invest in the market. Our expectations were modest: We hoped that they’d learn about the value of investing in and holding stocks and […]
How Does a State’s Party Bias Relate to Per Capita GDP?
March 26, 2016 by Tucker Balch
Recent data shows that there is a weak relationship between Democratic bias and higher per capita GDP.
How do stop-loss orders affect trading strategy performance?
February 10, 2016 by Tucker Balch
By Tucker Balch, Ph.D. and Anderson Trimm, Ph.D. “A stop order is an order placed with a broker to sell a security when it reaches a certain price. A stop-loss order is designed to limit an investor’s loss on a position in a security” —investopedia. In this article we investigate how the addition of stop-loss orders affect […]
Could Artificial Intelligence have predicted this correction?
January 15, 2016 by Tucker Balch
To answer that question, we asked our Machine Learning-based forecaster what it thought would happen a month ago.
Why multiply by SQRT(252) to compute the Sharpe Ratio?
September 2, 2015 by Tucker Balch
This question comes up every time I teach Computational Investing. Here’s my attempt to create the best, (final?) answer to this question.
WSJ: Algorithmic Trading: The Play-at-Home Version
August 10, 2015 by Tucker Balch
The Wall Street Journal interviews a student who completed my MOOC.
Brought to You By
Advertisements
July 20, 2018 by Tucker Balch
0