"I invented it in Camberwell, and it looks like a carrot."
"A pair of quadruple whiskies and another pair of pints please"
There is. I wanted to know if YOU knew what they are when you stated that they will inevitably implode, with the inference that they will implode...
Nice work MAESTRO!
Which of "these other quant strategies" are you referring to? What about all of the other quantitative managers out there whose strategies...
Very true. Maybe they can get the "Graham and Dodd" guys in their crosshairs at some point. But that wouldn't make for good copy...
I read the article. They are talking about statistical arbitrage, almost exclusively in equities, with one mention of the guy doing commodities....
The era and efficacy of quantitative investing did not end in 2006. This is complete balderdash. May I ask what type of quantitative...
Exactly! And to the clown who said that quant investing began in in 80s and ended in 2006? Such untrammeled arrogance/ingnorance!
Kapama: What kind of "funds" are you/the WSJ referring to? What were the parameters of the WSJ study? Why do you trust it? What are...
Scientists who dare to suggest that "GW" may not be due to humans. Why? Because they (we) don't really know. And the majority aren't...
Prophet with Safari is terrible, I agree. Try using internet explorer, works great for me on a Mac.
Good point FA...I imagine Globex wins in the long run. Trading CL (in the short term) is a dream now, but where to find liquidity for the nearby...
Interesting! http://www.nymex.com/press_releas.aspx?id=pr20061220c
I'm not sure it was specifically inflationary hedging, rather I believe that the first hedge funds were equity funds that could take both long and...
I guess I wasn't paying attention...starts this Sunday.
Let's get back to fundamentals: the USD real rate is very competitive versus other G-10s. In the long run (months), this is of the utmost...
I'm just trying to understand the question. Perhaps I should've been more direct with my response, and phrased it better, i.e. Yes, of course...
More accurate than what?
Battle Royale around 1.19 (futures) today! Next week should be interesting...
Separate names with a comma.