Publications by Pat

The quality of variance matrix estimation

12.03.2012

A bit of testing of the estimation of the variance matrix for S&P 500 stocks in 2011. Previously There was a plot in “Realized efficient frontiers” showing the realized volatility in 2011 versus a prediction of volatility at the beginning of the year for a set of random portfolios.  A reader commented to me privately that they expected the p...

6574 sym 12 img

Review of “The Origin of Financial Crises” by George Cooper

19.03.2012

The subtitle is “Central banks, credit bubbles and the efficient market fallacy”. Executive summary This is much too important of a book to remain as obscure as it is.  Besides, it is quite a fun read. It talks about two subjects: Why markets for goods and services tend toward equilibrium but financial markets do not. Why central banks are...

8602 sym 14 img

Low (and high) volatility strategy effects

23.03.2012

Does minimum variance act differently from low volatility?  Do either of them act like low beta?  What about high volatility versus high beta? Inspiration Falkenblog had a post investigating differences in results when using different strategies for low volatility investing.  Here we look not at a single portfolio of a given strategy over time...

4401 sym R (377 sym/1 pcs) 16 img

Beta is not volatility

26.03.2012

The missing link between beta and volatility is correlation. Previously “4 and a half myths about beta in finance” attempted to dislodge several myths about beta, including that beta is about volatility. “Low (and high) volatility strategy effects” showed a plot of beta versus volatility for stocks in the S&P 500 for estimates from 2006.�...

3031 sym Python (300 sym/1 pcs) 12 img

Replacing market indices

02.04.2012

If equity markets suddenly sprang into existence now, would we create market indices? I’m doubtful. Why an index? The Dow Jones Industrial Average was born in 1896.  This was when computers were humans with adding machines (but they did do parallel processing).  At that point boiling “the market” down to a single number had value. The two...

3327 sym 10 img

Betas of the low vol cohorts

04.04.2012

How did the constraints affect portfolio betas, and how did the betas change over time? Previously “Low (and high) volatility strategy effects” created 6 sets of random portfolios — the so-called low vol cohorts — as of 2007 and showed their performance up to about a month ago. “Rebalancing the low vol cohorts” looked at how much turn...

3606 sym 18 img

Information flows like water

16.04.2012

Guiding a ship, it takes more than your skill Spark David Rowe’s Risk column this month is about data leverage. The idea is that you are leveraging your data if you are using it to answer questions that are too demanding of information. The piece reminded me of a talk that Dave gave a few years ago, and he was kind enough to remind me of his te...

3015 sym R (759 sym/1 pcs) 6 img

A variance campaign that failed

23.04.2012

they ought at least be allowed to state why they didn’t do anything and also to explain the process by which they didn’t do anything. First blush One of the nice things about R is that new statistical techniques fall into it.  One such is the glasso (related to the statistical lasso) which converts degenerate variance matrices into positive ...

3569 sym R (1424 sym/5 pcs) 2 img

Cross-sectional skewness and kurtosis: stocks and portfolios

30.04.2012

Not quite expected behavior of skewness and kurtosis. The question In each time period the returns of a universe of stocks will have some distribution — distributions as displayed in “Replacing market indices” and Figure 1. Figure 1: A cross-sectional distribution of simple returns of stocks. In particular they will have values for skewnes...

3879 sym R (562 sym/3 pcs) 14 img

Portfolio diversity

07.05.2012

How many baskets are your eggs in? Meucci diversity Attilio Meucci directly addresses the adage: Don’t put all your eggs in one basket. His idea is to think of your portfolio as a set of  subportfolios that are each uncorrelated with the rest.  If your portfolio can be configured to have a lot of roughly equally weighted subportfolios, then y...

6092 sym R (790 sym/4 pcs) 14 img