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shrinking equity supply
The following note comments on the shrinking supply of equities, and how it is impacting equity prices across the board:...
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program trading
from http://www.programtrading.com on US equities: Program Trading Averaged 64.00 Percent of the Volume from Feb 26 to March 2, 2007 Buy programs were 47.37% of the total program trading volume. That...
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Downloading free financial data
It’s a bit grungy, but nowadays it’s much easier than it’s ever been. I mean getting financial data. Shockingly, you can get a lot for free. Milton Friedman, eat your heart out. Granted, the data’s...
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Fundamental indexing
Blogger-at-large, Yours Truly, wandered over to a debate organized by the London Quant Group (LQC) last Tuesday, on the topic of fundamental indexing. In one corner, we had Dr Adam Olive of HSBC,...
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If you believe the efficient markets hypothesis, don’t follow this blog
In order to help you understand how to improve your investment returns, dear reader, I wanted to rant on how academic economists, supposedly the bastions of rational thinking, independent of...
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Bad Medicine: regulating high frequency traders won’t address muddling of...
Recently, I read Scott Patterson’s (@pattersonscott) Dark Pools, the somewhat disturbing recent history of high frequency trading, packaged in a superb narrative that is probably the closest to a Bond...
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