An Implementation of Lazy Prices

Lazy Prices, a recently updated paper by Cohen, Lauren and Malloy offer a novel way to use regularly scheduled reports of publically traded companies to invest. A link to the paper on SSRN is here and the abstract with citation is below. Using the complete history of regular quarterly and annual filings by U.S. corporations … Continue reading An Implementation of Lazy Prices


Kyle Busch: Peaked Too Soon?

In a recent post on we get an interesting quote from Kyle Busch after his third consecutive win this season. When asked if he had ever had as much momentum in his career, Busch said: “No, and you know, I certainly would love to be doing this if this was week 10 of the playoffs … Continue reading Kyle Busch: Peaked Too Soon?

The NASCAR Investment Strategy

Out of nothing but pure curiosity, I explore the profitability of a NASCAR based investment strategy. See the code for this experiment here In this strategy, one will invest in publicly traded NASCAR sponsors with weights in proportion to the finishing position of the sponsored cars in the previous race. For instance, the Food City 500. Eleven … Continue reading The NASCAR Investment Strategy

Generating Country Music Lyrics with a Recurrent Neural Network

the world to see,  is to someone who saved the world, that take the wheel and the glory, the ones it shows our lives, 'cause there 's nothing there at all ... ~ My CountryNet Model In a previous post, I sought to analyze a large dataset of country music lyrics.  Consider this a follow-up. However, … Continue reading Generating Country Music Lyrics with a Recurrent Neural Network