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Aric Light

Published in
DataDrivenInvestor

Measuring Hedge Fund Performance with Factor Model Monte Carlo

In this post I employ Factor Model Monte Carlo to measure and forecast the risk-return profile for the real case of Oracle fund.

Mar 21, 2022

Measuring Hedge Fund Performance with Factor Model Monte Carlo

Mar 21, 2022

Published in
DataDrivenInvestor

Trading the Inflation Theme

Learn how to position your portfolio to benefit from a secular change in inflation.

Nov 28, 2021

Trading the Inflation Theme

Nov 28, 2021

Published in
Investor’s Handbook

Testing the CAPE Ratio: Cyclically Adjusted P/E

The Cyclically Adjusted PE Ratio is among the best measures of stock market valuation. Find out what the CAPE says about future returns.

Oct 3, 2021

Testing the CAPE Ratio: Cyclically Adjusted P/E

Oct 3, 2021

Published in
Investor’s Handbook

Testing the Buffet Indicator: Market Cap-to-GDP

The Buffet Indicator is a popular valuation metric. Check out where the indicator stands today and what it says about future market…

Aug 14, 2021

Testing the Buffet Indicator: Market Cap-to-GDP

Aug 14, 2021

Published in
DataDrivenInvestor

Everything About Faber: A Critical Look at Market Timing

In this post I investigate a popular strategy for market timing based on Meb Faber’s 10-month SMA strategy.

Jul 15, 2021

Everything About Faber: A Critical Look at Market Timing

Jul 15, 2021

Published in
Investor’s Handbook

Bitcoin: An Asset Allocation Perspective

This guide reviews everything you need to know about allocating to Bitcoin.

Apr 1, 2021

Bitcoin: An Asset Allocation Perspective

Apr 1, 2021

Published in
DataDrivenInvestor

Monetary Policy is Dead, Long Live Monetary Policy

It’s more than just “Money printer go: Brrr!”. Textbook descriptions of monetary policy do not apply in a world of QE and excess reserves.

Jan 24, 2021

Monetary Policy is Dead, Long Live Monetary Policy

Jan 24, 2021

Published in
DataDrivenInvestor

Stock Market Valuation and Volatility with R

Valuation is an important determinant of future stock market performance. Can valuation also be used to predict future market volatility?

Jan 2, 2021

Stock Market Valuation and Volatility with R

Jan 2, 2021

Published in
DataDrivenInvestor

Structural Change in Stock Market Valuations

The CAPE ratio reveals structural differences in stock market valuations over time.

Nov 21, 2020

Structural Change in Stock Market Valuations

Nov 21, 2020

Published in
DataDrivenInvestor

Stock Market Valuation and the 2020’s in R

Can stock valuations be used to predict returns and earnings growth?

Oct 25, 2020

Stock Market Valuation and the 2020’s in R

Oct 25, 2020

Published in
TDS Archive

Drivers of Gold Returns in R

Note from Towards Data Science’s editors: While we allow independent authors to publish articles in accordance with our rules and…

Sep 25, 2020

Drivers of Gold Returns in R

Sep 25, 2020

Published in
TDS Archive

Better Portfolio Performance with Factor Model Monte Carlo In R

Factor models and simulation can be used to improve portfolio risk and performance measurement when the history of returns is short.

Aug 28, 2020

Better Portfolio Performance with Factor Model Monte Carlo In R

Aug 28, 2020

Published in
DataDrivenInvestor

What Will Yield Curve Control Mean for Stocks?

In recent months the Federal Reserve has unleashed battery of programs designed to support asset markets. To date they have been able to…

Jul 17, 2020

What Will Yield Curve Control Mean for Stocks?

Jul 17, 2020

Inflation & Growth in the 2020’s (Part 2): Reaching Our Potential

An important concept when discussing inflation is that of Potential GDP; also referred to as “trend GDP”. Potential GDP is a measure of…

May 18, 2020

Inflation & Growth in the 2020’s (Part 2): Reaching Our Potential

May 18, 2020

Ultimate Guide to Dividend Investing

When most people think of investing, they immediately think of the gains. They envision themselves as the savvy investor that buys Amazon…

May 9, 2020

Ultimate Guide to Dividend Investing

May 9, 2020

Published in
Light Finance

Inflation & Growth in the 2020’s (Part 1): The Basics — Light Finance

At least one thing is true about economics: everyone has an opinion about it. CNBC has program after program and tens of thousands of…

Apr 28, 2020

Inflation & Growth in the 2020’s (Part 1): The Basics — Light Finance

Apr 28, 2020

Published in
Dialogue & Discourse

Is College Still (Net) Worth It?

More young Americans are enrolling in college than ever before. In 2017 there were approximately 16.8 million undergraduates enrolled at…

Apr 23, 2020

Is College Still (Net) Worth It?

Apr 23, 2020

Aric Light

Aric Light

Investment analyst and expert on portfolio risk management. Passionate about education and building wealth.

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