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Quant Macro Investing

Risk Taking Disciplined

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Risk Taking Disciplined
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Quant Macro Investing | vicktorquant.wordpress.com Reviews

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Risk Taking Disciplined

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1

AI That Picks Stocks Better Than the Pros « Quant Macro Investing

https://vicktorquant.wordpress.com/2010/06/14/ai-that-picks-stocks-better-than-the-pros

AI That Picks Stocks Better Than the Pros. June 10 2010) The ability to predict the stock market is, as any Wall Street quantitative trader (or quant) will tell you, a license to print money. So it should be of no small interest to anyone who likes money that a new system that works in a radically different way than previous automated trading schemes appears to be able to beat Wall Street’s best quantitative mutual funds at their own game. However, previous approaches to this technique were hampered by e...

2

Highest Intraday VIX Readings « Quant Macro Investing

https://vicktorquant.wordpress.com/2010/06/07/highest-intraday-vix-readings

Highest Intraday VIX Readings. June 4, 2010) With stocks suffering a minor meltdown as I type this (DJIA 9997), I thought I might use the ongoing European sovereign debt crisis and recent May 21st VIX spike to 48.20 to put the recent VIX spike in the context of the all-time highest intraday VIX readings. If one were to use reconstructed data going back to 1987, the best estimate is that the VIX (actually the VXO) would have hit about 170. Editing Assistant: Frances Wu. June 7, 2010. Hi Freq Trading (HFT).

3

vicktorquant « Quant Macro Investing

https://vicktorquant.wordpress.com/author/vicktorquant

God and RenTech’s Black Box. Jun 24th 2010) Does Renaissance Technologies arguably the most successful hedge fund in the history of the world know why it makes as much money as it does? Ryan Avent, at the Economist, was unconvinced:. According to Sebastian Mallaby’s new hedge fund history, More Money Than God , the willingness to explore unexplained correlations is what sets Renaissance apart from other quant funds The firm’s advantage is in its willingness to trade what doesn’t necessarily make sense.

4

NYT: An Office? She’ll Pass on That « Quant Macro Investing

https://vicktorquant.wordpress.com/2010/03/15/nyt-an-office-she’ll-pass-on-that

She’ll Pass on That. Great interview with Meridee A. Moore,. Founder of Watershed Asset Management, a $2 billion hedge fund based in San Francisco. 8230; So, if you can include someone who comes with a different perspective as long as they embody the same values it’s a great way to get to the right answer. It helped me to understand that hard work, intelligence and willingness to go the extra mile can come in all shapes, sizes and colors. Editing Assistant: Lingli Li. March 15, 2010. Please log in using ...

5

Hedge Funds Fail When ‘Rock Stars’ Are in Charge « Quant Macro Investing

https://vicktorquant.wordpress.com/2010/03/17/hedge-funds-fail-when-‘rock-stars’-are-in-charge

Hedge Funds Fail When ‘Rock Stars’ Are in Charge. From Bloomberg and the blog Abnormal Returns. Bloomberg) … The ideal hedge fund should be like a good local restaurant: reliable, high-quality, a loyal group of customers, and unknown to the rest of the world. Editing Assisstant: Katherine Xu. March 17, 2010. Leave a Reply Cancel reply. Enter your comment here. Please log in using one of these methods to post your comment:. Address never made public). Notify me of new comments via email.

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