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ESG Links: Allocating With Purpose

July 24, 2017 by The Reformed Broker   Comments (0)

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...

Chart o’ the Day: Tax Reform Stocks Now Below Pre-Election Level

July 24, 2017 by The Reformed Broker   Comments (0)

Goldman Sachs created a basket of the stocks that would have the most to gain from the promised massive corporate tax reform......

Upside Surprises Hit a Five Year High

July 24, 2017 by The Reformed Broker   Comments (0)

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......

Geopolitical Model of Investment Project Implementation. (arXiv:1707.06829v1 [q-fin.EC])

July 23, 2017 by Quantitative Finance at arXiv   Comments (0)

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.

Hybrid marked point processes: characterisation, existence and uniqueness. (arXiv:1707.06970v1 [math.PR])

July 23, 2017 by Quantitative Finance at arXiv   Comments (0)

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...

‘Ready Player One’ trailer hits!

July 23, 2017 by The Reformed Broker   Comments (0)

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?...

QOTD: The New Nifty Fifty

July 23, 2017 by The Reformed Broker   Comments (0)

there has never been a really good idea on Wall Street that hasn’t been taken to a foolish extreme ...