More issues
Blog: Why I'm no longer a "Quant."
Hi. I'm Ed. I used to be a quant.
A recent article in Bloomberg quoted David Einhorn, a prominent hedge fund manager, as saying that the markets were "fundamentally broken" because of "passive investors and quants." To quote Bloomberg, "Einhorn said that quants
Blog: Did the Market Groundhog see it's Shadow in the Jobs Numbers?
The bond market says yes. The stock market says no.
Blog: Are "Real" Rates High?
The moderate inflation regime justifies a higher real rate.
Blog: Bitcoin - Value vs. Utility, or, "Is Bitcoin Useful?"
Bitcoin. What is it good for?
Blog: Is the Stock/Bond Relationship Broke? Nope, but it's changed.
Bonds are still a diversifier.
Newsletter: On Non-Periodic Cycles for Market Analysis
Detecting and measuring non-periodic cycles is crucial.
Blog: The Goalie's Dilemma-Increasing Uncertainty to Reduce Risk
When risk and uncertainty are not synonymous.
Blog: Are Markets Seeing Patterns in the Dark?
Fed Chairman, Jerome Powell, displayed cautious optimism last week as the FOMC left rates unchanged. In fact, the FOMC as a whole seemed in an upbeat mood with the famous "dot plot" indicating 75 basis points of easing next year.
The markets turned Powell's cautious optimism
Newsletter: Financial Instability-A Question of Leverage
How do we distinguish between good and bad leverage? Previously unpublished research.