Quantitative Investment Modeling – 120 Years Since Bachelier: Part 2 (After Computers)
Part I of this article (posted on Blog.ValuEngine.com on May 22, click HERE) started with Louis Bachelier’s work from 1900 and covered all the theoretical work done up to and including William Sharpe, Ph.D.’s seminal work in 1964. However, none of that early research had yet been applied successfully to actual investments in any meaningful … Read more