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50 Words You Don’t Want to See In a 10-K SEC Filing

December 18, 2014 by Tucker Balch

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

Market Metrics: Are We In a Bubble?

May 11, 2014 by Tucker Balch

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

Forecasting Stock Market Strength Using Federal Reserve Data

May 9, 2014 by Tucker Balch

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 by Tucker Balch

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

Asymmetric Beta: A Clue to Low Volatility Outperformance

January 8, 2014 by Tucker Balch

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 […]