What I’m Reading This Weekend
Custom Slippage: Modeling Transaction Costs for Algorithmic Strategies Testing Market Regime Indicators Combining value and momentum (HT Asness) Stock Market Behavior Around Mid-year and 4th of July...
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Why The Strong Breadth The Last 3 Days Should Be Viewed Positively By Bulls $SPX Gains by More than 10% in the First Half , how Does Second Half fare ? Value Badly Lagging Glamour: The Value Premium Is...
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Timing Method Performance over Ten Decades Equity Performance Optimization with Factor Tilts — (Geeky title, Great article!) Mean Reversion revisited: S&P 500 (What changed in 1987?) Is...
View ArticleThe Important Matter of my Semi-Retirement from iBC
My first post here at iBC was on November 12th, 2007. iBankCoin and System Trading with Woodshedder were forged in the fires of the approaching Armageddon, and I believe the blogging and the trading...
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Postcards from Ferguson, Missouri.
My great grand aunt Fanny lived in Ferguson, Missouri. “All the white people there were crazy,” insists her niece. That is her memory from visiting Fanny in the late 60s and early 70s. Fanny’s sister,...
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