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The Reformed Broker wrote a new blog post titled ESG Links: Allocating With Purpose
Due to client demand, Ritholtz Wealth Management has created an ESG version of our classic asset allocation models, known as the Portland Portfolio. Research shows that high net worth families are increasingly interested in directing their investable assets toward companies with good records on Environmental, Social and Governance issues. Please enjoy the below reads, curated by our in-house ESG expert, Joey Fishma...
4 hours ago
The Reformed Broker wrote a new blog post titled Chart o’ the Day: Tax Reform Stocks Now Below Pre-Election Level
Goldman Sachs created a basket of the stocks that would have the most to gain from the promised massive corporate tax reform......
9 hours ago
The Reformed Broker wrote a new blog post titled Hot Links: Worried About Worrying
What I'm reading this morning ...
11 hours ago
The Reformed Broker wrote a new blog post titled Upside Surprises Hit a Five Year High
We’re a week or two into Q2 earnings season and so far, so good here in the US. Here’s Savita Subramanian and her Equity & Quant Strategy team at Bank of America Merrill Lynch: Most beats in 5+ yrs, but beware of crowded stocks that miss Overall, 68% of companies beat on EPS, 75% beat on sales and 53% beat on both – the highest proportion of top and bottom-line beats......
12 hours ago
Quantitative Finance at arXiv wrote a new blog post titled Geopolitical Model of Investment Project Implementation. (arXiv:1707.06829v1 [q-fin.EC])
Two geopolitical actors implement a geopolitical project that involves transportaion and storage of some commodities. They interact with each other through a transport network. The network consists of several interconnected vertices. Some of the vetrices are trading hubs, storage spaces, production hubs and goods buyers. Actors wish to satify the demand of buyers and recieve the highest possible profit subject to compromise solution principle. A numerical example is given.
22 hours ago
Quantitative Finance at arXiv wrote a new blog post titled Hybrid marked point processes: characterisation, existence and uniqueness. (arXiv:1707.06970v1 [math.PR])
We introduce the class of hybrid marked point processes, which incorporate a state process that interacts with past-dependent events. For example, like in a Hawkes process, events can exhibit self- or cross-excitation effects, but these effects can now also depend on the state process. Events of type A will precipitate events of type B only when they move the state process to some critical region, say. In parallel, as each event occurs, the state process transitions to a new value according to transition probabilities that vary with the event type. We prove that such dynamics are equivalent...
22 hours ago
The Reformed Broker wrote a new blog post titled ‘Ready Player One’ trailer hits!
This debut over the weekend at San Diego Comic-Con. If the name sounds familiar, it’s because the novel it’s based on is on my list of summer books! Anyway, trailer looks lit, Spielberg producing, what could be bad?...
yesterday
The Reformed Broker wrote a new blog post titled QOTD: The New Nifty Fifty
there has never been a really good idea on Wall Street that hasn’t been taken to a foolish extreme ...
yesterday
The Reformed Broker wrote a new blog post titled This Week on TRB
These were the most read posts on the site this week, in case you missed it: ...
yesterday
The Monetary Future wrote a new blog post titled No Governance for Old Men: Coordinating Protocol Upgrades in the Future
By Jon MatonisBitcoin Magazine Friday, July 21, 2017 https://bitcoinmagazine.com/articles/op-ed-no-governance-old-men-coordinating-protocol-upgrades-future/ Let’s not deploy the nuclear option for every protocol upgrade. Make no mistake. We are witnessing a high-stakes protocol standards battle play out in real time. And it is just as important as last century’s battle for the internet’s TCP standard. Current capacity constraints on the Bitcoin blockchain have brought us to this impasse. The Bitcoin protocol, as the dominant value transfer “network effect” leader, battles against...
yesterday
The Aleph Blog wrote a new blog post titled Overvaluation is NOT Due to Passive Investing
Photo Credit: Hagens_world || I want to buy 1% of all of the items there in one nice neat package! ============There’s been a lot of words thrown around lately saying that indexing has been leading to overvaluation of the US stock market.  I’m here to tell you that is wrong.  I have two reasons for that:1) Active managers have been pseudo-indexing for a long time.  The moment they get benchmarked to an index they do one of two things:a) accept it, gain funds for mandates that are like the index, and then they constrain their investing so that they are never too different from the...
2 days ago
The Reformed Broker wrote a new blog post titled Introducing The Reformed Broker All Access
Trying something new - check it out! ...
3 days ago
The Reformed Broker wrote a new blog post titled Hot Links: On Fire
What I'm reading this morning ...
3 days ago
Quantitative Finance at arXiv wrote a new blog post titled Impact of the Global Crisis on SME Internal vs. External Financing in China. (arXiv:1707.06635v1 [q-fin.GN])
Changes in the capital structure before and after the global financial crisis for SMEs are studied, emphasizing their financing problems, distinguishing between internal financing and external financing determinants. The empirical research bears upon 158 small and medium-sized firms listed on Shenzhen and Shanghai Stock Exchanges in China over the period of 2004-2014. A regression analysis, along the lines of the Trade-Off Theory, shows that the leverage decreases with profitability, non-debt tax shields and the liquidity, and increases with firm size and tangibility. A positive relationship...
4 days ago