Watch Out for Thinly Traded Stocks in Quant Strategies!

“Many people assume that all members of the Russell 3000 are “safe”. I didn’t fully believe him because all the stocks were drawn from a list of the 3000 largest publicly traded companies in the US, the Russell 3000. But indeed, most of the stocks the strategy...
Posted in Company Blog

Review of Tucker Balch’s Course

Our CTO Tucker Balch, Ph.D. teaches an online course on Computational Investing to thousands of students. Here’s a review of the course by one of his students.
Posted in Company Blog

Asymmetric Beta: A Clue to Low Volatility Outperformance

Low volatility stocks and ETFs seem to perform better than they ought to. In recent years they have provided similar returns to the overall market, but with lower risk. This phenomenon is referred to as “the low volatility anomaly.” We take a statistical look at the...
Posted in Company Blog

Shorting Stocks in a Bull Market

As our data confirms, investors are growing more cautious in anticipation of a correction. They are clearly on edge with multiple forces influencing market sentiment. On one hand, portfolio managers are eager to protect the strong performance of the past year and are...