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you have proof?

So you’re against legacy admissions?

Let me guess you think starboard and cowen assessed those values using a chart :thumbsup:

If you think admissions should be merit based why aren’t you against legacy lmao.

I agree, which is why programs like affirmative action and investment in underprivileged schools should be a policy objective. :thumbsup:

lol are you dumb? How does increasing homogeneity in college admissions mean more qualified students?

Multivariate > univariate!

Different securities but the approach is the same. Decompose the drivers of returns, add in your views, repackage, and see the delta to the market price.

I am going to highlight this in my copy! Rare for an author to be both a great practitioner and a great synthesizer.

Good paper on how most anomalies evaporate once you account for trading costs: Accounting-for-the-Anomaly-Zoo.pdf (upenn.edu) Takeaway seems to be that investment strategies should incorporate multiple paths to idiosyncratic returns. E.g. "robustness" in strategy means you have many reasons to...

Cochrane's book is great. Have you read any Adam Iqbal? He wrote Volatility (Wiley Finance): Iqbal, Adam S.: 9781119501619: Amazon.com: Books and Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory: 9783030935542: Economics Books @ Amazon.com Appreciate any other books & papers...

Intraday and overnight momentum anomalies exist but they're time varying (so be careful...)... Better to trade momentum if you think the direction of estimate revision is positive. MARC 2015 - 66 - Yufeng Han Paper.pdf (villanova.edu)

Best way to see R/R is: 1) start with assuming the average price through a period represents the midpoint of an outcome 2) through time, see if visibility has improved (should shrink the tails as moving forward in time narrows probability density) 3) fade moves that diverge from the midpoint...

Compiling some useful analysis to help newbies and as a reference for others. What drives a stock's price? I'll use Macy's as an example. tl;dr -- most of a stocks return comes from what's going on at the market level (SPX) or industry level (XLY for example). The "alpha" or idiosyncratic...

Compiling some useful analysis to help newbies and as a reference for others. Capital asset pricing model (CAPM) tells you where your returns are coming from: 4700-07-Notes-CAPM.pdf (columbia.edu)

You asked for 1 minute charts and that’s what I gave you lol. Anyway, your like-to-post ratio indicates you don’t add a lot of value.

If your chart reading skills are so good why did you only score 50% in the quiz I posted?

Got it — you can’t use the chart to make predictions.

I gave you a quiz based upon the parameters you requested…

:D