Month: November 2014

Passive indexers will say the market is efficient and few can beat it.  How we look at data and especially how we determine risk is the key to successful strategies.  Despite many bright folks who view the world in a macro perspective, they often under perform the market in big ways because their process depends…

Lots of carping about algos as it gets tougher for a large number of participants to beat markets.  Without going into the efforts designed to magistrate the upside of equity prices by sovereigns and Fed, the main problem with non performers is their approach.  Works for a bit and then dies.  Adaptive quantitative approaches out…

Major indexes have the October jobs report behind them and the market bulls will now focus on marking up prices until the year end.  Little has been able to side track the recovery from the Oct 16th lows where suddenly a curious black hole appeared and sucked up all the volatility of any price movement.…