Mon 3 Mar 2008
Finance Articles Worthy of Eph Multidisciplinary Minds – For Finance Professionals and Enthusiasts
Now that the NFL season is over, and fortunes have been made and lost on the Playoffs and Super-Bowl, I wanted to share a recent finance-theory-inspired article that appeared in allaboutalpha.com. Enjoy!
(For the uninitiated, “alpha” is the standard finance term that may roughly be described as money to be made from the given opportunity.)
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16 Responses to “EphCOI:Finance – “What to do in football’s off-season?””
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March 5th, 2008 at 10:58 pm
[...] with the sports theme – here’s another finance-related article that talks about a novel market in options on [...]
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Ronit says:
Alpha is a myth, a fairy story, it’s what parents tell their kids about at night if they want them to grow up to become hedge fund managers.
March 3rd, 2008 at 8:10 pmkthomas says:
I’ve always been a fan of delta myself.
March 3rd, 2008 at 8:21 pmdkane says:
Alpha bought dinner for you a few years ago, Ronit . . .
March 3rd, 2008 at 8:26 pmkthomas says:
With what strange and mysterious Gods have we replaced those of Greece and Rome an—— they buy dinner!
March 3rd, 2008 at 8:33 pmronit says:
I trust you’re correct, David, and hope it wasn’t just levered beta that I was tasting, which is usually the case when a hedge fund guy pays for the meal.
I smell an econ thesis topic: Does running an alumni blog for five years have a positive or negative impact on fund manager alpha creation?
March 3rd, 2008 at 8:50 pmdkane says:
Market-neutral quant equity is about as far from levered beta as you can get.
With an N = 1, that might be a tough thesis to write . . .
March 3rd, 2008 at 9:16 pmfrank uible says:
The money changers have overrun the temple.
March 3rd, 2008 at 9:40 pmFROSH mom says:
Is it a full moon tonight?
March 3rd, 2008 at 11:20 pmemajor03 says:
Dear “contributors”, maybe this article does not resonate well with you, but I do not see what is so offensive about this post. Therefore, if you cannot constructively add to our discussion, please refrain from spamming the post. We are trying to do something positive here, like helping Ephs in finance share ideas and help each other succeed. You are welcome to contribute to *that* goal.
Williams depends on generous donations, and having few more wealthy Ephs would not hurt. Morty wants us to succeed ;)
March 3rd, 2008 at 11:40 pmkthomas says:
Dear emajor03,
Greeting, and welcome. I enjoyed both your posts and the questions they raised, but haven’t had a change to respond.
I assure you that some of us are thinking seriously about them, as well– but a little humour now and then can also be useful, no? In any case a “twitter” of responses is common here (not ‘SPAM’) and, for technical and other reasons I won’t go into, a blog tool of this nature is unlikely to produced sustained responses.
In any case, it also be my job to change all of that a bit in the next months, and I hope you’ll stick around as we do that. “Stay tuned.”
March 3rd, 2008 at 11:48 pmronit says:
Dear emajor03,
There is nothing offensive about your post. It is unfortunate that this medium does a terrible job of conveying tone (note to ken: put “textual transmission of facial modalities” on your to-do list), and I’m afraid you’ve misread some of the posts here. Welcome to the conversation.
March 3rd, 2008 at 11:58 pmemajor03 says:
Alright guys, good humor is indeed very important, and I am glad we are all on the same page ;) (I am a bit fresh around here, but I hope you understand I meant well.)
Anyway, I view this is a start – I think EphCOI idea makes a lot of sense and I look forward to those improvement you are implementing. I hope to stick around, too ;)
March 4th, 2008 at 12:00 amFROSH mom says:
from FM aka ‘full moon’ to emajor03:
Apologies as well.
You showed amazing moxie in posting again after the initial response to your “bubble’ post.
“Stick around” indeed…as it will pay off.
March 4th, 2008 at 12:29 amDarcy Dalrymple says:
There is no literal Jesus. Never was. Discount brokers? You are just one of the many that think they can bet a price, but cannot strike one. Screw you. I strike whenever and whatever I desire. You are but an instrument.
You are the thief. Stay clear of my den, for I am the shepherd and the Ram. You are but an interloper, an intruder, a stranger, a bozo with a mission. With your mantra: “Yes We Can” and your logo: “Change We Can Believe In” is superfluous.
You may win the Primacy but not Supremacy.
Veni, Vidi, Vici.
March 4th, 2008 at 12:53 amfrank uible says:
emajor: Stick around. You will be roughed up more than this. You ain’t seen nothin’ yet!
March 4th, 2008 at 8:24 am