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Posted 4 week(s) ago by Patrick Crowley
Category: Research
68 views, 0 comments
 Recently, The Economist magazine reported (see  here ) that Richard Barwell of the Royal Bank of Scotland had made the commen...
Posted 5 month(s) ago by PJ Sutherland
Category: Trading
2803 views, 0 comments
  One of the most crucial aspects of successfully quantifying or backtesting  a strategy is to ensure parameter robustness exi...
Posted 9 month(s) ago by Davor Savija
Category: Research
3176 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 10 month(s) ago by Stuart Thompson
Category: Market news
6536 views, 0 comments
 
Posted 11 month(s) ago by PJ Sutherland
Category: Trading
13217 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 11 month(s) ago by JustOneLap
13938 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 11 month(s) ago by PJ Sutherland
Category: Research
12515 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 11 month(s) ago by Simon Brown
Category: Market news
11783 views, 2 comments
The Top40 stocks year to date moves (to close 30 September 2013)  
Posted 11 month(s) ago by Simon Brown
Category: Market news
11783 views, 2 comments
The Top40 stocks year to date moves (to close 30 September 2013)  
Posted 12 month(s) ago by JustOneLap
14422 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...