EICKnotes for Mar 24, 2014
Notes on stuff that caught my eye today:
The high fliers are coming back down to earth, long-only momentum strategies are not going to look good this month:
Both exports and fixed asset investment have been slowing in China, will internal consumer spending and wage growth be enough for China to keep growing.
Whether you are doing data analysis for social sciences, journalism, economics or quantitative finance it’s always important to remember the principles of good data analysis. Also, see how Google Flu Trends got it wrong.
Lots of great things in this article about Upworthy. Using knowledge of how advertising and viralability works they have focused a lot of attention on important things that might not have gotten noticed.
Some interesting academic articles worth reading:
- Predicting market instability: New dynamics between volume and volatility
- An Empirical Evaluation of Similarity Measures or Time Series Classification
- Hidden Noise Structure and Random Matrix Models of Stock Correlations
Best of the Rest