The MoneyScience website has recently had a dramatic change. It now has a social infrastructure, and the resources are better organized.  Here I report on the discoveries I've made [...]

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 [...]