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August 24, 2014

The Rebound Continues

As I mentioned last week the markets have continued their solid recovery since the railroad track reversal pattern on 7-8 August, with the low volumes most likely to be attributable to the time of yea…

Guy Cohen 24th August 2014

Empirical Performance vs. Aesthetics

An article to read today concerning the debate I’ve been having with the quantitative analysts.  First, let’s set the scene.  The quants come from a mathematical and institutional background…

Guy Cohen 24th August 2014

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