Momentum

Interesting post from the WSJ on how momentum in the first half of the year carries over to the second half when the first half is exceptionally strong. What I …

Machine Learning and Noisy Data

We’ve been working on a new artificial intelligence engine for several months now. And while the programming of feedforward networks, recurrent Long-Term-Short-Term networks and generative adversarial networks may sound super …

Copper Plunge Has Me Nervous

Here’s an interesting article about the plunge in copper, and how it might be signaling future economic weakness. Those of you familiar with our simple three factor system know that …

Interesting Volatility Research

Interesting article at Alpha Architect about two research papers pertaining to volatility. The first has to do with idiosyncratic volatility (“IV”), and how higher IV leads to short-sale contraints, which leads …

Emerging Markets Are Underperforming Again

Earlier we wrote about emerging markets and how the companies that construct the indexes were going to increase the Chinese component.Now this:“Regulatory filings show that hedge funds in the first …