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Quant Profile 9/14/2011: BBY

September 14, 2011, 15:16 GMT

Description: Best Buy Co. Sector: Services Industry: Electronics Stores Market Seasonality of BBY relative to SPY (by month, probability rep ...
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Which Corporate Characteristics Drive Equities?

August 1, 2011, 13:36 GMT

The quantitative importance of corporate balance sheet figures in pricing equities is well known.  As investors become better educated, some factors lose their potency, research shows.  Yet some bal ...
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Corporate Location is an Important Factor in Stock Prices, Study Finds

July 19, 2011, 10:40 GMT

The fundamental analysis of equities tends to mostly and rightfully focus on the firms’ ability to grow revenues and meet debt obligations.  A new factor, however, is shown to affect the propensity ...
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Quant Profile: $HPQ Underperforms S&P500 in June

June 1, 2011, 16:27 GMT

Market Seasonality of HPQ relative to S&P 500 ETF (SPY) by month, probability reported in parentheses:

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Quant Profile: $UUP

May 31, 2011, 21:06 GMT

Description: PowerShares DB US Dollar Index Bullish, an ETF tracking a U.S. dollar? Market Seasonality of UUP relative to S&P 500 ETF (SPY) by month, probability report ...
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