Archive for 2009

Q4 2009 Reference Update: Part 3 of 4

Market Regimes

By Matt Perone on December 20th, 2009 7 Comments
Categories: References

In Part 3 of our Q42009 research update, we’ve uploaded 14 new citations to our reference database that are a little bit outside of our fund’s main focus.  The papers pertain to identifying regime shifts – both in the broad sense of dislocations in behavior of the entire market and a narrower focus on changing [...]

Helix Magazine: More Content

By Matt Perone on December 14th, 2009 No Comments
Categories: General

We’ve had the chance to update the magazine section of the site with a few more categories.  In addition to the original collection of Machine Learning content, you can now find pages for Quantitative Finance, General Finance, General Economics, and General Math. Visit the Magazine section to check it out!

Helix Magazine

By Matt Perone on December 7th, 2009 No Comments
Categories: General

Internet news services and bloggers are a great way to gather news about finance and machine learning, but until now the Helix team’s content feed has been locked up in our personal RSS readers. Now, thanks to the ongoing innovation of our favorite feed aggregator, Feedly, we can push some of that information to our [...]

Q4 2009 Reference Update: Part 2 of 4

Factor Research

By Matt Perone on December 6th, 2009 2 Comments
Categories: References

For Part 2 of our Q42009 research update, we’d like to talk about some new and interesting papers in factor research. Along with this post, you can find 18 new citations in our reference database. Factor research papers present data items that have some sort of explanatory power of future stock returns in one of [...]

Q4 2009 Reference Update: Part 1 of 4

Classification Techniques

By Matt Perone on November 29th, 2009 No Comments
Categories: References

Over the next few weeks, we’d like to discuss some of the interesting papers we’ve come across since our last update to the reference database.  For this post, we’ve added citations to the database for 28 new papers on classification techniques. One of the themes in this selection of papers is multilayered classifier architecture, where [...]

Article on iStockAnalyst

By Matt Perone on October 9th, 2009 No Comments
Categories: Media

iStockAnalyst, an online community of financial bloggers and investment advisors, reported on Helix Partners on October 6.  Read the Article

Media Coverage: HFMWeek Daily Snapshot

By Matt Perone on September 30th, 2009 No Comments
Categories: Media

HFMWeek, an online digest of hedge fund news, reported on the launch of Helix Partners in their September 14 Daily Snapshot feature.  Read the Article

Media Coverage at Insto.com.au and Eurobankers.net

By Matt Perone on September 28th, 2009 No Comments
Categories: Media

Insto, an Australian capital markets news service, covered Helix’s launch in a post on Saturday.  Read the Article Helix was also covered by the European Banking News Network.  Read the Article

New Citations in the Reference Database

By Matt Perone on September 25th, 2009 No Comments
Categories: References

We’ve just updated the reference section of the website with 22 new citations. One of the highlights in explanatory factor research is a set of 3 papers on the information contained in short sales. There is also some great work in a paper on the history of predicting the cross-section of stock returns and one [...]

Hedge Fund Net reports on Helix Partners

By Matt Perone on September 23rd, 2009 No Comments
Categories: Media

Hedge Fund Net, a web resource for hedge fund news and performance data, released an article on Sept 15th about the announcement of Helix and Ascalon’s partnership.  Read the Article NB: The article is unclear about the firms that Helix’s partners worked at before Macquarie Bank.  Matthew Perone worked for Citadel Investment Group, Justin Webb [...]