Remember me

Register  |   Lost password?

 

« »
Bookmark & Share

Publication Name: The Practical Quant

Brief description: Musings on Quantitative Finance

Publication URL: http://practicalquant.blogspot.com/

RSS Feed: link

Twitter Page:

Owner Name: Ben Lorica

Joined: January 22nd, 2012

Activity

The Practical Quant wrote a new blog post titled Private Equity 30-year performance: Buyout and Venture Capital

A recent paper inspired me to put together a series of charts that detail the market-adjusted and absolute performance of private equity (both buyout and venture capital). I have to say the performance numbers for Venture Capital were unimpressive: most of the gains over the last three decades were from late 1990's vintage funds. The average VC underperformed the S&P 500 in 16 of 29 years covered in the data!Details over at Verisi Data Studio.
(41 days ago)

The Practical Quant wrote a new blog post titled Hedge Fund profits flow mainly to Industry Insiders

I published a new article over at Verisi Data Studio this weekend:Just as I emphasized dollar-weighted returns in an earlier article, I think it's imperative that investors use the metric defined above, when evaluating (alternative) investment opportunities: share of total profits captured by insiders.
(110 days ago)

The Practical Quant wrote a new blog post titled When evaluating Investment Funds, use Dollar-weighted Returns

New article over at Verisi Data Studio:Investors, particulary ones who employ investment professionals (e.g., institutional investors & pension funds), should be using dollar-weighted returns in their fund/manager selection process.
(115 days ago)

About:

I am a Senior Researcher in the Market Research Group at O'Reilly Media, Inc., founder of Verisi Data Studio, and an advisor to Yakit. I have applied Business Intelligence, Data Mining and Statistical Analysis in a variety of domains including Financial Engineering, Direct Marketing, Consumer and Market Research, Targeted Advertising, and Text Mining. My background includes stints with an investment management company, internet startups, and financial services. At O'Reilly, I work on custom research and consulting projects, involving all aspects of data intelligence: data acquisition, data transformation and management, analytics, and visualization. In the process, I help companies understand developments in a wide-range of emerging technology topics, including social media, (mobile) application platforms, big data and analytics, and frugal innovation. I remain interested in Quantitative Finance and my musings can be found on my blog The Practical Quant.

An ex-academic, I was an Assistant Professor at U.C. Davis and was the founding Department Chair for Statistics and Mathematics at C.S.U. Monterey Bay. I have been a visiting member of the Mathematical Sciences Research Institute in Berkeley and have taught at U.C. Santa Barbara and the University of the Philippines. I enjoy writing and have written and published on topics ranging from Applied Mathematics and Statistics, Finance, Marketing Research, and Technology.