Eclectic Investors

Since my ideal investment product is a global macro quantitative equity fund, this blog is about global macro analysis and calls, as well as how to implement these insights in quantitative equity investments.

Monday, September 27, 2010

Mr. Paul cannot say it better about wisdom or insight

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Monday, September 20, 2010

Defining Global Macro Quant Equity

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In strictest terms, quantifiable information is that which investors can back test and assign a statistical significance level and then syst...

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Sunday, September 19, 2010

What is the next big number to watch?

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To me, the next big number would be ISM to be announced on October 1. Given the contradictory number of ISM and regional surveys in the las...

Saturday, September 18, 2010

Academic literature and quant investing

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I would be interested in any of your comments here. My experience is that most buy-side quant managers get most of their ideas from academi...

The flation debate

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There are extreme arguments on the both ends of the spectrum in the flation debate. Since I advocate T-bonds for the next six months, many ...

Saturday, September 11, 2010

Sharp Worded Me

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Some readers of this blog may find that the blogs to be somewhat blunt, and sharp tongued. Well, I apologize if you are not used to the sty...

A touching story told by the author of Harry Potter at Harvard Commencement

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http://harvardmagazine.com/commencement/the-fringe-benefits-failure-the-importance-imagination Please see the above link for a touching ...

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About Me

Xi Li: Since my ideal investment product is a global macro equity fund, this is a blog about global macro analysis and calls and how to implement these insights in quantitative equity investments. To manage this kind of funds, I would occasionally turn the right valves and screws of quant investment process to steer the fund toward the directions suggested by global macro insights, while the fund constantly makes bottom up bets. As a result, the blogs will also include some preliminary guidance on how to implement global macro calls. If you want more detailed guidance, you need to consult me directly.

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