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.”
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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
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Cliff Asness Says Bloomberg Is “Silly And Ignorant” – Just Like Him
Cliff Asness is a man who is angry today…
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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.”