Month: August 2013 (Page 1 of 3)
Clustering is a quantitative method of determining the similarity among objects. It can be used to find assets that may provide the most diversification.
This weekly wrap highlights some major market events from the past week including job polarization, fund flows and reduced repo market liquidity.
Investor must be aware that reality only happens once. Models need to be simple, robust, adaptive and reactive to succeed in future realities.
Historically, fixed income has provided diversification to equities. What happens if the correlation of fixed income to equities inverts?
This weekly wrap highlights some major market events from the past week including the link between real GDP growth and industrial production and EU growth.
