Low volatility investing and performance measurement -- my favorite topic scheme -- how could I resist? The paper The paper is "Benchmarking Low-Volatility Strategies" by David Blitz and Pim [...]

Here is a schematic of a financial bubble. This is taken from a post by The Reformed Broker. Questions The picture feels right to me, but ... Is there [...]

Graphs like Figure 1 are reasonably common.  But they are not reasonable. Figure 1: A (log) price series with an explicit guide line. Some have the prices on a [...]