Bill Rempel, a.k.a. NO DooDahs!

Re: Is Value just a big bet on Financials? via Abnormal Returns.
The answer is either “yep,” or “it depends.” Let’s define some terms.
There are three types of analysis: Technical, Fundamental, and FundaTechnical. “Value investing” uses FundaTechnical analysis as it’s bedrock, and is predominantly quantitative in nature, although “value investors” will often through some qualitative […]

I recently responded to an email that asked my opinion about their situation; eighteen years old, not enthused about college, with a small starting stake (low five figures), and a desire to day trade their way to financial freedom. Since there are probably others in a similar situation, I have shamelessly reworked that response […]

I pretty much wrote all my current thinking on de-trending in previous posts and comments, but I’ll try to recap. The two previous mentions here were more on systems blends and low de-trended correlation and benefits of diversification, especially in the comments.
From what I’ve played with, finding systems with similar cumulative annualized growth rates […]

Most mechanical or system traders are familiar with the concept of R or risk per trade as a percent of equity – I believe that Van Tharp did a great deal to popularize the usage of R. When dealing with many such systems, R can pretty easily be varied by increasing leverage. The […]

A reader asked, “What’s your view of the quant world going forward? Especially in the institutional world and in Europe, Asia, etc? How about relative to “traditional” ways of investing, such as value or GARP?”
All I know is what I read and interpret from the outside of the industry, and what I guess […]