Blog
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No Winton, No Index?
Can you truly have an index if some of the most benchmarky names out there don’t want to be included?…
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Alternative Links: The Secretive Business
Chicago’s high-speed trading industry is so secretive, it’s easy to overlook the worldwide magnet the city has become for the…
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What’s wrong with AQR?
So, the more advanced question is: What’s wrong with AQR in relation to its peers? The obvious question there is:…
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Weekend Reads: Least Volatile Quarter
Stat Of The Day: 2nd Smallest S&P 500 Drawdown Ever (-2.3%) w/ $VIX @ 5-Month Highs
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What is Crisis Alpha?
Momentum strategies like trend following and managed futures need at least something happening, seeing their best performance with multiple crisis…
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Weekend Reads: Homeless Gasoline Tankers
Three tankers holding about 1.35 million barrels of gasoline and alkylate, an octane-boosting component blended with motor fuels, are drifting…
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Alternative Links: Perception and Reality
The gap between perception and reality is often a mile wide.



