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Thanks. It is interesting.

Thanks for the link. How to tell which they are long vs which they are short?

Momentum methods normally have high beta and large drawdown. But it seems that Asness of AQR found a way to reduce the beta. Anyone has an idea about what trick AQR uses?

This reminds me of the infamous predication of Professor Fisher about the stock market in 1929, just before the big crash.

The performance is not so great recently. Anyone has an idea why?

I am wondering what will happen to the former CEO and CFO of Fannie Mae? Any thought?

Nice. Do you also consider small caps?

Congratulation. I followed a similar method but with less success. Will try to understand the difference.

Seems that you already own it and are considering to dump it, why ask us?

Interesting question. I did some backtesting, and it seems that 20 stocks will be ok, diversified enough to protect against bad news.

interestingly, Buffet used to run a limited partnership before 1970s, which was similar to a hedge fund today.

what is the historical profit factor of this method in back test?

nice returns. how about last year?

nowadays man programmers are called quant analysts. If you are asked many java questions, you will likely be a programmer.

You might want to avoid earning announcement, as in my experience, they usually lead to disappointment.

univ. of chicago financial center offers the most complete data base on stocks. Don't know the prices though.

How you guys like this story? WASHINGTON (AP) -- Embattled mortgage finance company Fannie Mae recently made an unusual change to its long-term bonus plan, awarding four of its five highest-paid executives $5.2 million in restricted cash instead of stock as part of their total compensation...

That means that india is reproducing like the rabbits.

Good results. I have a question. Do you avoid the earning announcements? Several times I have been bitten by earning disappointment. Thanks.

For my company they charge $2000 per user/per year. It has great graphics and can be integrated C++. These software companies are becoming more greedy. Intex will charge 1 million for about 30 user per year.