HEDGED.BIZ

A look at economics, markets, finance and the irrational human being

Morgan Stanley Hedge Fund Forum

The Morgan Stanley Hedge Fund Forum 2009 was very interesting this year.
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Where is the S&P500 Going? Another Unscientific Look

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

Autocorrelations: The investment world loves correlations. Option hedgers love correlations. Everyone loves correlations. Across assets. But how about across time, within the same asset? 
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Where is the S&P500 Going? Another Unscientific Look

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

Quant Risk Management Statistical or mathematical techniques have been used in investment management and finance to better understand risk but there are limitations, sometimes severe limitations.
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