Posts filed under “Quantitative”

Colbert: Surrender to a Buyer Power

By using predictive analytics, Target doesn’t just track when customers buy sheets, they know what customers are doing between the sheets.

The Word – Surrender to a Buyer Power

Wednesday February 22, 2012

Category: Consumer Spending, Quantitative, Weekend

The Big Apple (AAPL)

> Apple is disproportionately impacting indices and earnings data, skewing the picture of what is actually occurring. WSJ: “While most U.S. companies have struggled to meet earnings expectations, the Cupertino, Calif.-based maker of iPads and iPhones has surpassed even the most bullish of expectations, reporting $13.1 billion in profits during the fiscal 2012 first quarter…Read More

Category: Investing, Quantitative, Valuation

> I am the keynote speaker today at the Dow Jones event: Correlation Nation: What happens when all markets and asset classes are in correlation? As markets trade on headline risk versus pure fundamentals, finding a winner is more challenging than ever before.  Kelly Evans hosts a panel discussion afterwards, with a reception to follow….Read More

Category: Markets, Quantitative

Revisiting “Quant Approach to Tactical Asset Allocation”

Over the years, I have become friendly with Mebane Faber, co-founder and the Chief Investment Officer of Cambria Investment Management. He manages an ETF called the Cambria Global Tactical ETF (GTAA). Back in 2007, Meb authored an excellent paper titled “A Quantitative Approach to Tactical Asset Allocation.” It was published in the Journal of Wealth…Read More

Category: Investing, Quantitative, Trading

SEC Goes Quant

I was pleasantly surprised this morning to see a WSJ article that suggests the SEC is beginning to use the tools of Quantitative Research in its enforcement: SEC Ups Its Game to Identify Rogue Firms. This is a positive step for enforcing the laws governing markets. Recall 3 years ago, we asked if the SEC…Read More

Category: Legal, Quantitative, Regulation

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