Monthly Archive for: ‘January, 2013’

• Kitesurfing and Investing

  Posted Jan 30 2013 by Wesley R. Gray, Ph.D. in Turnkey Brainwave

  I’ve been away the past few days drowning in saltwater trying to learn a new sport–kitesurfing. How did this all start? My younger brother lives a tragic life and has been living in a kitesurfing mecca known as La Ventana, Mexico (2.5hrs North of Cabo …

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• Book Typo/Error Submissions

  Posted Jan 30 2013 by Wesley R. Gray, Ph.D. in Uncategorized

  Toby and I have been overwhelmed by the response on the book–we are truly humbled by the response. We managed to sell through the first printing within 2 weeks. The second printing has just completed and books should be on the way. Our readers have …

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• Correlation-Based Allocation Review

  Posted Jan 22 2013 by Wesley R. Gray, Ph.D. in Quantitative Value

  Sanz Prophet has a very detailed and interesting review of an idea we proposed recently: Correlation-Based Allocation. We propose a model that is designed to identify bull-market and bear-market regimes. We examine correlation between stocks and bonds as a signal. Our hypothesis is that negative …

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• Sumzero.com Question and Answer Interview

  Posted Jan 21 2013 by Wesley R. Gray, Ph.D. in Quantitative Value

  Sumzero posted a recent interview. http://sumzero.com/headlines/financials_and_insurance/DELL/153-dr-wesley-gray-on-quants-irrationality-and-the-marines Subjects covered: Quants Irrationality   Marines  

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• Short Selling Bans Generally Don’t Work!

  Posted Jan 17 2013 by Wesley R. Gray, Ph.D. in Turnkey Brainwave, Turnkey Research Note

  Public Service Announcement: To all the free-market pro-competition haters of the world that believe government regulation solves all our problems, please read the following paper.   Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis Alessandro Beber and Marco Pagano A recent version of the …

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