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Posted 2 month(s) ago by Patrick Crowley
Category: Research
743 views, 1 comments
 Recently, The Economist magazine reported (see  here ) that Richard Barwell of the Royal Bank of Scotland had made the commen...
Posted 6 month(s) ago by PJ Sutherland
Category: Trading
4061 views, 0 comments
  One of the most crucial aspects of successfully quantifying or backtesting  a strategy is to ensure parameter robustness exi...
Posted 10 month(s) ago by Davor Savija
Category: Research
4181 views, 0 comments
zero hedge: Everything You Wanted To Know About Equity Market Valuations (And Didn't Know To Ask) 21st Century - Reality Vs. Stor...
Posted 11 month(s) ago by Stuart Thompson
Category: Market news
7331 views, 0 comments
 
Posted 1 year(s) ago by PJ Sutherland
Category: Trading
18407 views, 0 comments
In their excellent paper, Cole Wilcox and Eric Crittenden explore whether or not trend following strategies can achieve alpha when appl...
Posted 1 year(s) ago by JustOneLap
21827 views, 0 comments
There will be two webcasts the week ahead both focusing on international investing, with the first on Monday at 10h00. We've joined up w...
Posted 1 year(s) ago by PJ Sutherland
Category: Research
26420 views, 0 comments
In my last post I provided quantified evidence of mean reversion in the market place https://quantlab.co.za/blog/blog.php?controller=...
Posted 1 year(s) ago by Simon Brown
Category: Market news
19289 views, 2 comments
The Top40 stocks year to date moves (to close 30 September 2013)  
Posted 1 year(s) ago by Simon Brown
Category: Market news
19289 views, 2 comments
The Top40 stocks year to date moves (to close 30 September 2013)  
Posted 1 year(s) ago by JustOneLap
14785 views, 0 comments
In the week ahead we have a JSE Power Hour on Thursday at 17h30, presented by one of the favourites - Adrian Saville from Cannon Asset M...