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MarketSci Blog

From Michael Stokes, developer of the MarketSci trading strategies and co-developer of the YK absolute return strategies. This blog is a repository for his research on wrangling these unruly markets.
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32 Users are Following

8.5
great
based on editor's review
2 user reviews 9.8


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I Am (Intellectually) in Love with John Bogle

Jun 19, 2009
It may come as a surprise coming from someone who does what I do, but I am (intellectually) in love with John Bogle. Unfamiliar with Bogle? Bogle is the founder of the Vanguard Group and the...

How to Build an Adaptive Trading Strategy: Part II (An Example)

Sep 24, 2008
You’ve heard me talk a lot on this blog about building adaptive trading strategies that are capable of “learning” from the markets. Our recently launched YK Strategy takes this approach and so far has done an excellent job adjusting...

Large vs Small Cap Seasonality


Large vs Small Cap Seasonality Strategy


Case Closed: Growth, Value, and the Market



Comments & Reviews:


Michael S.
10.0
superb
  As the author of the MarketSci Blog, I feel it's awesome! [shameless plug]
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Posted 8/14/08 1:08 AM


Mohammad Kha...
9.7
excellent
  Excellent job, creative insights and educating content. Keep up
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Posted 9/12/09 4:09 PM