Wednesday links: quant comedown

07Jan09

Is trading against the trend worth the risk?  (MarketSci Blog)

What now for quants?  (Market Movers)

The VIX was never all that accurate.  (Don Fishback, VIX and More)

The VIX is down a great deal, but so is realized volatility as well.  (Daily Options Report)

One attempt at a lazy, ETF-heavy, retirement portfolio.  (Infectious Greed)

Here’s how you announce a major accounting fraud.  (Clusterstock)

Has crude oil entered a new bull market?  (Bespoke)

What effect has the commodity index re-balancing had on the markets?  (MarketBeat, Big Picture)

Major energy companies are running up against limits to capex and dividend payments.  (WSJ.com)

Boutique investment banks are “seeing more business” in the fallout from the credit crisis.  (TheDeal.com)

Gary Shilling says sell pretty much everything except the dollar and some corporate bonds.  (Clusterstock)

“(L)ong term results confirm a historically persistent value premium measurable across global equity markets.”  (SSRN.com)

Private equity investors should gear up for 20-30% losses in 2008.  (naked capitalism)

By one standard, we are only halfway through this economic crisis.  (Free exchange)

Those who don’t study economic history are kidding themselves.  (Aleph Blog also Infectious Greed)

“As the economy goes down, we could be overemphasizing the negative just as we exaggerated the positive on the way up.”  (Portfolio.com)

Was Wall Street really just playing a big game of chicken with risk?  (The Balance Sheet)

The TARP is profitable…for now.  (Deal Journal)

Is talk of fiscal stimulus outweighing other (more) important steps needed to stabilize the economy?  (Baseline Scenario)

“(C)onsumers seem reluctant to buy any kind of car, regardless of the price of gasoline.”  (Econbrowser)

Are newspapers, like the New York Times, at risk of not publishing any more?  (TheAtlantic.com also Market Movers)

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