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Tag Archives: bloomberg
The Pricing of Risk: Yield Implications
Stop viewing Treasury yields from the perspective of opportunity. For a moment, consider what they imply about the pricing of risk. The concept, “I’m taking on more risk, therefore I need to earn more return” is often misapplied. Perhaps it should be restated as such, “If you take on more risk, in order to justify that additional risk, your return needs be higher to the less risky investment just to be equivalent.” Continue reading
Posted in Investment, Portfolio Strategy
Tagged bloomberg, portfolio, risk, strategy, structuring
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Twading: The Twitter Revolution
In a previous post, I had mentioned algorithmic trading based on Twitter commentary. While I don’t think this is the easiest route to quantitative glory, it represents the convergence of finance and technology. Bloomberg Insights has the following visual: For … Continue reading
