Archive for 2010

Market View: June 11, 2010

By Justin Webb on June 11th, 2010 No Comments
Categories: Market Commentary

[Disclaimer: Market commentary posts are non-professional in nature.  To they extent they have any investable opinions, they do not indicate anything about the content of the Helix portfolio.  Helix uses a systematic process and will never make any discretionary investments based on these market views.] Consensus this week was simply to worry. Worry about macro [...]

Q4 2009 Reference Update: Part 4 of 4

Modeling Problems

By Matt Perone on January 5th, 2010 1 Comment
Categories: References

Well, we’ve missed the end of 2009, but nonetheless here’s the 4th Part of our Q42009 research update. For this installment, we’ve uploaded 25 new papers to our reference database about some of the problems that are part of trying to model a high-dimensional, noisy, non-stationary domain like the stock market. Suffice it to say [...]