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Bloomberg Surveillance for access to Wall Street economists and analysts. The Meb Faber Show, focused more on investing than trading. Here's an interesting recent one on SEC-filing shenanigans.

Revisiting this thread. Kensho was just scooped up by S&P for $550 million. Nice exit for the founding team, and a nice return for Goldman. Here is an illuminating article on what they have been up to the last few years...

Quantopian should have free futures data available within their platform.

http://www.franklinrobotics.com/

According to Reuters around the time of the arrest: "Shortly before the deal was announced, Yan conducted online research related to insider trading, searching for how the SEC detects unusual trading and accessing several articles about insider trading, the complaint said." Whether that...

We hear so often of the death of active investing, hedge funds closing down, etc., and yet the returns here have very easily beaten the broader market. What gives? Has the active money simply moved into separately managed accounts? Are wealth managers now just trading ETFs in place of individual...

Quantopian offers free fundamentals data from Morningstar; you'll need to learn a bit of Python to graph and filter it. Morningstar gets the raw data from the SEC. Here's a link to the data available: https://www.quantopian.com/help/fundamentals

It would be interesting to see your posted chart in inflation-adjusted terms. Some back-of-the-envelope calculations of inflation for various periods: 1933-1946, 45.5% 1949-1962, 26.9% 1974-1987, 130.4% 1988-2001, 49.6% 2009-2016, 11.9%

Here is a survey of some recent work in this space. This should keep you busy for a while, as there are so many terms and techniques to know: https://www.linkedin.com/pulse/survey-deep-learning-techniques-applied-trading-james-melenkevitz-phd Binatix is one interesting company mentioned in the...

Thanks for the links. Just to report back, here's a summary of my findings: Weight changes from 2001 to 2014: Medical care went from 6.0 to 7.7 % Tuition went from 1.2 to 1.8 Childcare went from .96 to .725 Regarding insurance, it appears it doesn't fully catch the shift to high deductible...

Anyone know the answers to these specific questions? How have the weights changed over the years? With college tuition and medical expenses rising, you would expect them to be of higher importance in 2016 than in 2000. I couldn't find data to answer this question adequately. I was able to find...

Predicting realized volatility is easier than predicting implied volatility. Unfortunately, we often need the latter. Ernie Chan has a good discussion of that and related topics here: Slides:

This thread started with: Oh, the irony.

Also, CS released this note today. I am still trying to make heads or tails of it: http://finance.yahoo.com/news/credit-suisse-places-conditions-acceptance-204500232.html

Re: housing the homeless: From the NYT, shipping containers being utilized in Oakland, CA: http://www.nytimes.com/2015/10/14/us/live-in-boxes-in-oakland-redefine-housing-squeeze.html?_r=0

With Third Avenue and now Stone Mountain suspending redemptions, it's time to start a thread about these junk bond funds. Carl Icahn says these funds are a keg of dynamite: http://www.cnbc.com/2015/12/11/carl-icahn-no-liquidity-for-high-yield-bonds-market-is-a-keg-of-dynamite.html Greg Peters...

Brazil looks like a complete mess, from the chart in the article and everything else going wrong there.

I am not an options expert, so forgive me if this is a naive question: In hindsight, what would have been a good way to take advantage of the extreme implied volatility of VXX options on Monday without exposing oneself to VXX directly? That is, how to bet on IV coming down without taking a...

Curious, is there any historical reason why the Fed moves in 0.25% increments? Would a move by 0.10 or 0.05 really have a material effect on growth? (beyond the inevitable Wall Street conniption)

I am considering selling OTM calls on a company that has just declared bankruptcy. From what I understand, it is normal for such a company to be delisted and move to the pink sheets in the next several days. Curious, are there any special risks in such a strategy, beyond the usual uncovered...