Graham Quant Log

Quant Log

Thoughts, anecdotes, and chatter from senior members of the Graham Quantitative Strategies team.

Diversification by Model: When Opposites Attract

Edward Tricker and Nastja Bethke December 16, 2022

Models that are different by design and are built to capture different market conditions can nevertheless temporarily align themselves in their positioning. We look at two recent examples.

Simpson's Paradox: You Win Some, You Lose Some, You Simpson

Nastja Bethke December 7, 2022

Simple statistics can sometimes be misleading. One example of what to be wary of when slicing and dicing data.

The M6 Competition: Battle of the Forecasting Models

Antoine Ledoux December 7, 2022

A brief recap of the Makridakis Competitions, which have been called into life with the goal of benchmarking and comparing different statistical techniques.