Alpha Into Beta

All About Alpha has a great Andrew Lo graphic depicting how Alpha eventually morphs into Beta:


A picture of the “betafication” of alpha
29 July 2008

What will happen to the quants in August 2017?
Andrew Lo
MIT and AlphaSimplex

Category: Markets, Mathematics

Adding Alpha to Portfolios

Category: Quantitative, Technical Analysis, Trading

Q2 GDP 1.9%; Q4 GDP = -0.2%; New Jobless Claim +448k

Category: Data Analysis, Economy, Employment

Category: Data Analysis, Economy, Employment

The “No Loss Sale” Rule

David Weidner’s new column (out tomorrow) proposes outlawing the sale of any stocks for a loss.

Very clever!

Cox: But I was getting a pedicure the other day and I thought, ‘Why not just short selling?’ What about ALL selling?’ Why not make a rule that prohibits selling a stock for a price lower than the last trade. We’d stop losses altogether. Everyone would make a profit. Unlike some of these other measures you’ve heard today, it wouldn’t cost taxpayers a penny. So, what do you think of the Cox No-Loss Sale rule?

The no-loss sell rule
What if we tried a new strategy in the next six months?
David Weidner
MarketWatch, 12:01 a.m. EDT July 31, 2008

Category: Finance, Short Selling, Video

FASB: OK For USA to Turn Japanese

Category: Derivatives, Legal, Valuation

No Shorting. That’s the Rule.

Category: Short Selling, Taxes and Policy, Trading

Bank CEOs: I Said WHAT ?

Category: Corporate Management, Credit, Derivatives

Nozzle Rage

Category: Commodities, Consumer Spending, Energy, Psychology

Look Who’s Twittering: S.E.C.

Category: Legal, Web/Tech