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
Ergodicity
I first came across the word ergodicity in a book about information theory, which I was reading because I was interested in the (unicycle riding,... Read More
Cluster One
Last year I was playing around with Euclidean Distance, https://brucepackard.com/wood-from-the-trees/ taking a sample of companies from 5 years ago, and seeing if the best performing... Read More