Dacian Jurj dacian.jurj@orpheusindices.com A system based investing is different from news based investing. It’s hard to quantify news and how up or down the market would go. This is why we let our models do the work for us. The current India Active has outperformed India top 50 by 5.27% year to date. Today we […]
Dacian Jurj dacian.jurj@orpheusindices.com A system based investing is different from news based investing. It’s hard to quantify news and how up or down the market would go. This is why we let our models do the work for us. The current India Active has outperformed India top 50 by 5.27% year to date. Today we […]
Style box for the investor is a visual representation of investment characteristics for stocks, fixed income and mutual funds offered as a comparative tool to investors around the world for helping them determine asset allocations based on their risk preference. Should an idea nearing 30 years of history need revisiting? Is the style box a good visual representation? […]
Disruption Disruption is happening all the time. And it will happen in the active investing business too. What is active investing? Anything which starts from intraday trading to mutual funds to hedge funds can be bundled as active investing. Anything which is designed to conserve capital (even if it does not) and deliver absolute returns […]
Is there was a way to build a portfolio of non-leveraged short positions? This is new territory because industry’s focus on building models for a long only focused market, but also because short, and long-short enter the alternative or hedge territory, an underrepresented segment globally. The idea of a short index does not exist while the short […]
For all the BRICS trashing there is the Jiseki seasonality setting up a case for an underperformer getting ready to outperform. In this week TIME TRIADS issue we looked at top 10 regional Indices viz. Paris CAC 40, Hang Seng, DJ Stoxx 50 Index Euro, Bovespa Brazil, Frankfurt DAX, Nikkei 225, Shanghai Composite, BSE 30 […]
I really don’t know why Richard Thaler chose this headline for a research paper. Many other behavioural finance academic papers also capture attention. “Can the markets add and subtract?”; “The winner’s curse”; “The gambler’s fallacy”, “Does the stock market overreact?” While the popularity of the subject has increased and behavioural biases have got so pervasive […]
Your paper, SSRN Top Downloads (BRIC), was recently listed on SSRN’s Top Ten download list for POL: Other Strategy & Macroeconomic Policy (Topic), POL: Other Strategy & Microeconomic Policy (Topic), Strategy & Macroeconomic Policy eJournal and Strategy & Microeconomic Policy eJournal. As of 09/14/2010, your paper has been downloaded 11 times. You may view the […]
“The Time Fractals”, was recently listed on SSRN’s Top Ten download list for ERN: Other Econometrics: Mathematical Methods & Programming (Topic). As of 08/03/2010, your paper has been downloaded 185 times. You may view the abstract and download statistics at http://papers.ssrn.com/abstract=1585967. Top Ten Lists are updated on a daily basis. Click on the following link […]
The paper was first published on Jan 21, 2009. We had posted a brief profile earlier. This is the complete work. ABSTRACT Ralph N. Elliott1 wrote the wave principle in 1938. In 1975 Benoit B Mandelbrot2 coined the term fractal3 and in 1982 published his ideas in ‘The Fractal Geometry of Nature’. The book brought […]