One Bank’s Quants Think They’ve Found The Key To Outsmarting ETFs
“We conjecture that market participants do not realize that passive investors are buying or selling securities.”
Category: quant
‘I Can’t Do It’
“I can’t do it. I can’t embrace the machines and the vol selling and the ETF parade and the central bankers’ “communication policy”. So I’m NOT happy. I don’t sleep well. I DON’T trust the Fed, much less love them, and I never will.”
A Nightmare On Wall Street – Updating The Feedback Doom Loop
Remember “Investigating The Market’s ‘Nightmare Scenario’”? Of course you don’t. That post is from May and you’ve been drunk sleptContinue Reading
Cliff Asness Says Bloomberg Is “Silly And Ignorant” – Just Like Him
Cliff Asness is a man who is angry today…
Dani Burger Travels Back In Time, Makes 850,000% On Cats, Quants Furious
“Now, in contrast, we are active traders of the dog and parakeet factors, which are based on hard neo-classical economics married to behavioral finance and machine learning. But the cat factor is just silly.”