In 1996, I wrote my masters thesis on a quantitative approach for trading and hedge funds. I have always been fascinated by finance as it reflects an amazing mix of bevaviour metrics and significant outcomes for us.
As an amthropologist, I declare us Homo Sapiens Economus. Finance is very interesting and no more so than when we turn aggregate behaviour of people into numbers.
One of my favorite investment approaches is practiced by Ken Fisher
You can get the report indicated above at the link before hand. I have been reading and studying financial prognosticators and approaches since I was 15.
I have seen everyone from the The self deluded bull-shit artists to the self deluded PhD get it wrong, but with remarkable degrees of self confidence. Ken Fisher gets it right often. He has one of the most interesting approaches to things and this report hints at some of them.
My favorite is the "hole" in the distribution approach. Basically he look at the experts, takes a poll and constructs a distribution of their guesses about future direction. Wherever the distribution varies the most from a normal distribution he places his bet. Basically you look at the crowd, assume that on average they will guess everywhere but correctly and place your bet in the gap. His record is pretty impressive. He is one Forbes 400 list, so he is doing something right.
Anyone interested in the finer points of debt curves, neural networks, hedge funds, foreign exchange, derivatives, Stock markets or analytical finance,asset allocation, Risk etc. feel free to get in touch, I still know a thing or 2 about the field of finance, not too much, but enough to get into trouble. Oh and if you just bought a hedge fund, dump it, isn't that what everyone is doing these days.
