Mark Carhart was the guest of Columbia University’s Quantitative Finance program a few months ago. Carhart gave an hour long speech about quantitative......
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May 19 - Hedge Funds - Comments
Mark Carhart used to run the Goldman Sachs Asset Management with Ray Iwanowski. Goldman’s flagship Global Alpha hedge fund lost almost 40% in 2007 and......
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February 11 - Quantitative Investing - Comments
Larry Robbins’ Glenview, once a$9 billion hedge fund, lost around half of its assets and underperformed the market in 2008. Asset losses and a poor......
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January 2 - Hedge Funds - Comments
Insider sales usually are non-informative. Stocks sold by insiders don’t go down, on the average. This is because most insider sales transactions are......
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December 18 - Insider Trading - Comments
Bloomberg News reported mutual fund Parnassus managed to beat 95% of its peers in 2010 by purchasing stocks in the face of growing public pessimism about......
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December 6 - Hedge Fund Analysis - Comments
Dimensional Fund Advisors (DFA) was founded by two University of Chicago business school alums, David Booth and Rex Sinquefield, back in 1981. The company......
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November 13 - Hedge Fund Analysis - Comments
The Efficient Market Hypothesis claims that stock prices reflect all available information. According to the proponents of the Efficient Market Hypothesis......
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November 7 - Uncategorized - Comments
After we were contacted by an uninformed reader regarding our last post, Insider Monkey realized there are investors out there who don’t understand......
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October 18 - Hedge Fund Analysis - Comments
Warren Buffett. We could jot down the nearly endless list of descriptives that would just begin to protray his followers’ feelings towards him.......
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October 13 - Hedge Fund Analysis - Comments
Your source for free real-time insider trading data, Insider Monkey, used Carhart’s (1997) four-factor model to estimate Warren Buffett’s alpha and......
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October 13 - Hedge Funds - Comments
