In case you don't get Alpha Magazine, here's a good article about quant strategies.
http://www.alphamagazine.com/Article.aspx?ArticleID=1897101
It has been a rough time to start a Quant portfolio, and I certainly wish I'd have had a year or two before the 'perfect storm' hit, but it is what it is. In lieu of tremendous profits, I take solace in the remarkable similarities of my home-grown approach and innovations to those of the best teams of PhD's out there. I'm looking forward to seeing what can be done once I've had some time in the alpha sun and built a team to work with.
Tuesday, April 08, 2008
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