True Economics

True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage!

Showing posts with label factor analysis. Show all posts

Sunday, April 8, 2018

8/4/18: Tail Risk and Liquidity Risk: What about that Alpha?

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An interesting data set that illustrates two key concepts relating to financial returns, covered extensively in my courses: Liquidity r...

Wednesday, December 21, 2016

19/12/16: Market Anomalies and Data Mining: Some Pretty Tough Love from Data

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Investment anomalies (or in other words efficacy of exogenous factors in determining abnormal returns to investment) are a matter of puzzl...

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TrueEconomics: This blog represents my personal views and is not reflective of the views or opinions held by any company, contractor, client or employer I work for currently or have worked for in the past. These views are not an endorsement to take any action in the markets or of any political position, figures or parties.

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