Flirting with Models

The Research Library of Newfound Research

Month: May 2013 (Page 2 of 2)

Oscillatory Similarity

In this post, we look at a new measure of oscillatory similarity that agrees more with our intuition of what "correlation" means.

Alpha: Part of the Discussion, but Not the Whole Thing

Focusing solely on alpha neglects more important questions like, "Did I achieve my goals." Taking a probabilistic view can put performance into context.

Weekly Wrap, May 3rd 2013

This weekly wrap highlights some major market events from the past week including inflationary expectations, unemployment and FED policy.

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