Sunday, August 22, 2010

Why you may be interested in my blog?

As a new blogger, I guess that I have to do some advertising for my blog.  However, this blog space allows only minimum flexibility in terms of adding anything other than blogs.  So I apologize for using a blog for the purpose of self-advertisement.  Here I list a few reasons why you may be interested in my blog on global macro and quant equity.  I always wonder what if any entity could have provided the opportunity for me to implement any of these insights.  The entity aside, I could certainly have retired by this time.  Even though I feel that credential shingles are far less important than actual insights, I find that many people just feel more comfortable with shingles on the roof.  When I have more time and space, I will put up some credential shingles somewhere on the blog.


§    Predicted the market crash at the start of 2008.
§    Predicted the bear rally from March 2009.
§    Predicted quant equity underperformance for >2 years at the start of 2008; reconfirmed the prediction in early 2009. The experience of 2008-09 has confirmed these predictions.
§    Recommended remedies to quant models and processes at the start of 2008. The experience of 2008 confirmed the correctness of these remedies.
§    Predicted significant underperformance of momentum factors and features in the subsequent five years at the start of 2009. The experience of 2009 has confirmed this prediction so far.

Here I list a few finance related professionals who should be able to testify for some or all of what I list above, if they have a little honesty. There are many more people who can vouch for me. But as I said, people generally believe in credential shingles. So I only list a few people with reasonably impressive shingles in alphabetic order. (If you need formal references, you should let me know directly.)

Malcolm Baker, Professor, Harvard Business School
John Chisholm, CIO of Acadian Asset Management
Peng Fei, Head of North American Equity Research at SSGA

Huiyu Huang, Researcher at GMO
Tie Su, Associate Professor, University of Miami
Rodney Sullivan, Head of Publications at CFA Institute, Editor of Financial Analyst Journal
Charles Wang, CEO of E Fund Management (Hong Kong subsidiary), Formerly co-head of research in Acadian Asset Management
Zhijie Xie, Professor, Boston College

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