Posts filed under “Quantitative”

Intro: FusionIQ Investor

FusionIQ Investor


Category: Quantitative, Video

A Macro, Quant & Technical View (Big Picture Conference)

All of the Big Picture conference videos are now available. Here is the latest video posted: Markets in Turmoil: A Macro, Quant & Technical View ~~~ Watch all of the Big Picture Conference for $39.95 or choose just the speakers you want to see on

Category: Quantitative, Technical Analysis

Trending Value Metrics by O’Shaughnessy

James O’Shaughnessy is a well known “value quant” for his book What Works on Wall Street (4th Ed). He has a new column in Marketwatch discussing what he calls  “the top stock-market strategy of the past 50 years.” According to Jim, using a combination of value and momentum strategies — “Trending Value” — is the best…Read More

Category: Investing, Quantitative, Valuation

4 Major Secular Bear Markets, 1900-2011

Dow Jones Industrial Average 1900- present (log scale, monthly) Click for ginormous chart Source: Monthly Chart Portfolio, Merrill Lynch Market Analysis, November 4, 2011 > I mentioned yesterday I had a long term chart of secular bear markets that was informative; the above chart (via Merrill Lynch) is what I was referring to. There are…Read More

Category: Markets, Quantitative, Technical Analysis

HFT/Algo Trading Alert Systems

What does it say about the state of our exchanges that trader on proprietary and execution desks now can buy a software program to alert them to the activities of Co-Located Algo Servers? “HFT Alert, the first real time software designed to detect high frequency and algorithmic trading systems. HFT Alert identifies when these trading…Read More

Category: Quantitative, Really, really bad calls, Trading

Markets are Efficient If (and Only If) P = NP

An NYU Poly Department of Finance and Risk Engineering professor has a forthcoming paper in Algorithmic Finance that claims that “Markets are efficient if and only if P = NP.” Why is this important? Most economists think markets are at least weakly efficient (I disagree). Computer scientists think that P != NP — that current…Read More

Category: Quantitative, Think Tank

What Does Inflation Say About Risk On/Off?

click for larger chart > Michael Gayed observes: “When the TIP/IEF price ratio (Inflation-Protection/Nominal-No-Inflation-Protection) trends higher, it means bond market is swinging towards increased inflation expectations. When the ratio is trending down, bond market is favoring deflation through outperformance of Nominal bonds. Inflation hedge tends to be equities: risk-on. Deflation hedge tends to be nominal…Read More

Category: Inflation, Quantitative, Trading

How Algorithms Shape Our World

Kevin Slavin argues that we’re living in a world designed for — and increasingly controlled by — algorithms. In this riveting talk from TEDGlobal, he shows how these complex computer programs determine: espionage tactics, stock prices, movie scripts, and architecture. And he warns that we are writing code we can’t understand, with implications we can’t control

Hat tip Flowing Data

Category: Mathematics, Quantitative, Video

FusionIQ Redesign & Free T/A Stock Screens

We’ve been doing a lot of behind the scenes tweaks to FusionIQ, and there are some wicked cool features coming in the fall. Meanwhile, the redesigned home page is up — its much lighter, cleaner, and easier to read. We are bringing the same critical eye to the redesign of the interior as well. I…Read More

Category: Quantitative, Web/Tech

Markets Down 6 Weeks Consecutively (and that means…)

History may not repeat, but it often rhymes. This table, assembled by Ron Griess of The Chart Store, shows what markets have done over the past century following any stretch of down 6 consecutive weeks. The data reads both binary and inconclusive: If the markets are merely oversold, then you get a nice snapback, and…Read More

Category: Markets, Quantitative