Quant Winter
According to this recent article in FT just 15% of quant funds beat the US stockmarket index last year. Cliff Asness, head of AQR, which... Read More
Voluntary Disclosure
This is the second of 2 blog posts on PZ Cussons. I thought I might as well publish it before H1 Results are out on... Read More
Soap on the water
Inspired by Gregory Zuckerman’s book on Jim Simmons I thought that I’d try some Markov Chain analysis on company announcements. Although it is not entirely... Read More
Just parsing through
Previously I had been using the programming language “R” to parse through company announcements and comparing them for clues on future performance. I’ve been using... Read More