Greek (names) bearing gifts
Like most people, before last weekend, I’d never heard of Bill Hwang or Archegos. The name of his hedge fund that is now making headlines... Read More
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
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