Archive for December, 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 [...]