Posts Tagged ‘ Models ’

BMW profit up 18 percent on China, US – The Associated Press

May 3, 2012

BloombergBMW profit up 18 percent on China, USThe Associated PressBy DAVID McHUGH, AP Business Writer – 1 minute ago FRANKFURT, Germany (AP) — Booming sales in China and new versions of key models pushed automaker BMW AG's earnings higher by 18...
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Finally, a try at deconstructing ECRI forecasts

By Bears Chat at The Wall Street Examiner

June 16, 2011

Finally, a try at deconstructing ECRI forecasts

(deconstructing a proprietary indicator..... ) "Don’t get me wrong. Leading indicator models are very useful things. And the one provided by ECRI is better than most. However, these sorts of models don’t read newspapers, nor much less can they cal...
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"Sentiment is Very Bullish"

By a Wall Street Examiner

December 24, 2010

http://blogs.decisionpoint.com/chart_spotlight/2010/12/sentiment-is-very- bullish.html ----------------------- "While high levels of bullish sentiment among advisors, investors, and money managers usually occur at market tops, market tops do not always...
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Brodsky on gold….

By a Wall Street Examiner

December 5, 2010

Link "In such policy-centric economies we can have debt deflation and monetary base inflation at the same time. This odd combination challenges modern economic orthodoxy at its core, yet it describes precisely the current economic environment. Most co...
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From Black Scholes to Black Holes (part 4- Finance)

By Dude

October 1, 2009

Were a modern-day financial Rip Van Winkle to awake today having slumbered for the past 20 years, he would observe a capital market vastly different from the one he knew. Introduction: From Black Scholes to Black Holes It's been 16 years since the above noted book-a collection of essays explainging how one models the risks...
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Is that an echo?

By Dude

April 30, 2009

How funny to come across a similar view.The late twentieth century was the heyday of deductive economics. Talented and facile theorists set the intellectual agenda. Their very facility enabled them to build models with virtually any implication, which meant that policy makers could pick and choose at their convenience. Theory turned out to be...
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False Alphas

By Russ Winter

January 6, 2009

The term alpha in a nutshell it used to measure risk adjusted returns. All investors, whether big or small need to think in these terms. However, unlike the black box Boyz, I feel we can do this qualitatively. In fact, doing so quantitatively is actually a huge mistake because it models from historical experience....
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