adaptive market paper can be found here http://web.mit.edu/alo/www/Papers/tcfinal.pdf
a total of 9 samples.
adaptive market is becoming more popular among academics.
Now I understand why suddenly he is attacking everyone. a revenge of sort...
I think Greenspan now finally realized the danger posed by the housing market, and will push the short rate much higher than the market is expecting.
I would guess that strategies that depend more on execution would be more difficult to scale up.
I think you can own the house but not the land. The land is officially leased to you for 100 yrs... Can any expert confirm this?
It's generally true that the financial companies have lower P/E than others, because of 1) the earning volatility 2) the company,...
Buy on the rumor, sell on the news?
Only one year after that he is now sounding alarms at ARM, IO, Optional ARM, etc, like craze. The fact that he is the best story teller is...
That's why he is voted the best story teller since Walt Disney. Two stories by Greenspane stand out in my memory: 1. The wealth effect story...
For directional bets, college math should be enough. For more complicated trading (fixed income arbitrage, derivative), more advanced stuff...
Where is alan
Mr. Bubble is not blowing bubble for now, instead, he is blowing smoke. You know that he is retiring soon, and he is worried about his legacy....
The QQQ crash system does not seem to work in the earlier 90's, in my tests. Of course, there was no QQQ /QQQQ then, but I used the Nazdaq index...
The main analysis (back test, etc) is done in C++. After formulating the rules, I coded them into VBA in excel. For importing live data, in...
Thanks for posting the two wsj articles .
It seems strange to me that some people dismiss Lo's view just because he is also a professor.
I use excel to monitor some market and a few selected stocks. The up-side is that it is very easy to do. The down-side is that the excel is very...
Derman spent all his street life working with exotic options, not simple-vanila stuff. For the exotics, it is still the playground of the...
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