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
In a recent post on motorsport.com 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?
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
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
This post is motivated by the notion that the market will outperform most individual asset managers after fees in the long run. I propose a more efficient alternative to holding an SP Index Fund that has less risk and only mildly increases complexity. This post is a work in progress. All code for this exercise … Continue reading Portfolios with Select Sector ETFs in R
Please take a look at these two blog posts which do an amazing job at analyzing heavy metal and hip-hop music, respectively. I borrow ideas and some code from these two! "Of emotions, of love, of breakup, of love and hate and death and dying, mama, apple pie, and the whole thing. It covers a lot of territory, … Continue reading A Textual Analysis of Country Music