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The NYLI Epoch Capital Growth Fund underperformed its benchmark by ~1.0% in the first quarter. Read more here.
US equities continue to be the downside outlier for expected return compared with the relatively high realized performance ...
This paper proposes a new dynamic element matching technique, named "random incrementing data weighted averaging (RIDWA)". It can achieve both sequential selection and randomization properties with ...
Moving averages seek to cut through the noise of wild swings in the stock market to provide a clearer picture of what is driving prices.
This letter clarifies some recent misleading comments made on spectral estimation. Specific references and simulation results are given that strongly support the use of the weighted overlapped segment ...
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