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Equity Markets
Emi Gal • 1 card
How Much Money Is Being Traded On The Super Bowl at Kalshi?
Dustin Goukernexteventhorizon.substack.com
Set a value for 9-day high minus close: XH; Set a value for close minus 9 day low: XL; Set a value for the bigger of the two: XX; If XH>XL, then buy the next day at the open plus 66 percent of XL on a stop. The stoploss is the entry price -1.32 (twice .66) times XX. If XH<XL then sell short on the next open minus 66 percent of XH stop. Buy to
... See moreArt Collins • Beating the FINANCIAL FUTURES MARKET: Combining Small Biases Into Powerful Money Making Strategies
They also used simple linear regressions, a basic forecasting tool relied upon by many investors that analyzes the relationships between two sets of data or variables under the assumption those relationships will remain linear. Plot crude-oil prices on the x-axis and the price of gasoline on the y-axis, place a straight regression line through the
... See moreGregory Zuckerman • The Man Who Solved the Market
建仓 AJG ，原因如下：
1、AJG 每股收益在过去五年翻了一番，年化回报率27％，远超标普12％
2、保险是所有文明发达国家 的刚需
3、抗风险能力强，受益于通膨，轻资产模式（图1至3）
4、保险经纪行业依赖并购扩张，AJG是行业中最激进的那个
5、历次月线回落都系机构调仓所致，无关业绩（上车机会） https://t.co/fAtfigRbmV
1/ Buffett's Alpha (Frazzini, Kabiller, Pedersen)
AQR finds that Berkshire Hathaway's large 13% CAPM alpha and 0.79 Sharpe ratio becomes insignificant after controlling for BAB and QMJ. Warren Buffet may have been the first multifactor investor.
https://t.co/OV60Vpg9HC... See more
Fun graphic on $META from the Rowan Street annual letter (a hedge fund that printed a 102.6% net return in 2023): Shows how non-linear the path to good returns can be and how conviction pays off. https://t.co/jWQGVSc7LS... See more
Michael Dempseyx.com