Monthly Archive for: ‘December, 2011’
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Turnkey Research Note: Google Inc. (NMS:GOOG)
Andy Rubin, Google’s Android chief, announced this week that every day more than 700,000 people sign up for a new Android device. That is a rapid pace, especially for a product designed to compete with Apple’s iPhone. So what does this mean for Google? Are …
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Academic Alpha: Value Creation: Hedge Funds as Activists.
Around the shop here at Turnkey Analyst we are very excited about the prospect of exchanging insights with our users on the many alpha generating ideas we have compiled on our new Academic Alpha Module. There are certainly plenty of great concepts and approaches to choose …
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Academic Alpha: Real Estate and Stock Returns
The following summary is from our academic alpha database at http://alpha.turnkeyanalyst.com/ideas/55. Title: Corporate Real Estate Holdings and the Cross Section of Stock Returns Authors: Selale Tuzel Category: Equity alpha Alpha: .50-.75% Alpha remarks: Table 6 suggest an annual alpha of 8.22%, ~68bp monthly, for VW long/short …
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Performance of Sumzero.com Ideas
Ever wondered how the hot shot hedge fund analysts over at sumzero.com perform? Well, I did the study with some colleagues at Rice University and Creighton University: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1971533 Conclusion: Sumzero analysts are similar to Turnkey Analyst–they unlock alpha!
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Democratize Quant: An introduction to our Academic Alpha Module
Turnkey Analyst is more of a “for-passion” enterprise than a “for-profit.” I’d imagine we make about $.01/hr, but the passion is worth infinity/hr. One of our passions at Turnkey Analyst is the idea of “democratizing quant.” In other words, we want to make quantitative research …