Where is the S&P500 Going? Another Unscientific Look
Tuesday, 15 September 2009 | 7:17 am
Betting, Outright Gambling on the Stock Market On 19 Feb 2009 I wrote an article arbitrarily calling for the S&P 500 to bottom at 650. Where is the S&P500 Going? An Unscientific Look. It bottomed out on 9 Mar 2009 at 676.
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Serial Correlations in Investment Returns
Tuesday, 08 September 2009 | 3:50 am
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Where is the S&P500 Going? Another Unscientific Look
Monday, 07 September 2009 | 10:53 am
Betting, Outright Gambling on the Stock Market On 19 Feb 2009 I wrote an article arbitrarily calling for the S&P 500 to bottom at 650. Where is the S&P500 Going? An Unscientific Look. It bottomed out on 9 Mar 2009 at 676. Prescience? No. Intelligence? No. Skill? No. Absolutely none of the above. Luck? Yes.
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Quant Risk Management and Other Fallacies
Monday, 31 August 2009 | 8:29 am
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Serial Correlations in Investment Returns
Wednesday, 26 August 2009 | 11:41 am
Autocorrelations: The investment world loves correlations. Option hedgers love correlations. Everyone loves correlations. Across assets. But how about across time, within the same asset? To what extent do the returns today depend on the returns yesterday, the month before, 3 months before or a year ago? Positive correlations with past returns are a sign of
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