Jason Apollo Voss

Behavioral Portfolio Management: An Alternative to Modern Portfolio Theory

Posted by Jason Apollo Voss on Jun 4, 2013 in Best of the Blog, Blog | 0 comments Seeking to bridge the divide between modern portfolio theory and behavioral finance, is C. Thomas Howard’s “Behavioral Portfolio Management.” Howard is professor emeritus at Daniels College of Business, University of Denver, and co-founder of AthenaInvest. Application of his behavioral portfolio management has resulted in Athena’s longest running portfolio, Athena Pure...
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An R-Squared Chart Taxonomy: Seeing Is Not Believing

Posted by Jason Apollo Voss on May 15, 2013 in Best of the Blog, Blog | 0 comments Often financial analysts are presented with statistical charts that purport to demonstrate an important — and, of course, investable — relationship between data points. These charts are supposed to be worth a thousand words and thousands of shares traded. But invariably these charts do not have an r-squared for the data displayed, or any other descriptive statistical data; just the seductive...
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17 April 2013: Reuters – Meditation and the art of investment

Posted by Jason Apollo Voss on Apr 17, 2013 in Blog, News & Events | 0 comments

Jason Apollo Voss, CFA is featured in a Reuters and Huffington Post article about mediation and the art of investing.

Leading from the Center: Dalio, Hagan, and Freeman on Meditation and Leadership

Posted by Jason Apollo Voss on Apr 11, 2013 in Best of the Blog, Blog | 0 comments Georgetown University’s McDonough Business School played host to a watershed event in the history of business school education on 9 April 2013. Dean David Thomas announced that Georgetown is going to teach meditation to its business school students in a semester-long course. This first-of-its-kind class seeks to convey the benefits of meditation, which have been espoused by Ray Dalio, the...
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24 April 2013: Jason Apollo Voss is a Panelist at the Battle of the Quants

Posted by Jason Apollo Voss on Apr 10, 2013 in News & Events | 0 comments

Right here on the What My Intuition Tells Me Now blog I frequently criticized quantitative finance for its disconnection from reality. In particular, I decry the extreme prejudice to favor analytical, as opposed to creative and intuitive, thinking. So imagine my great pleasure at being asked to be a panelist at the forthcoming Battle of the Quants in New York City on 24 April 2013 at 10:45am. Specifically, I will be a part of the “Main Event” – the “Man vs. Machine” debate – taking the side of the power of human reason and wisdom in investing.

Eurozone Crisis: Could Informal Problem-Solving Mechanisms Prove the Conventional Wisdom Wrong?

Posted by Jason Apollo Voss on Mar 29, 2013 in Best of the Blog, Blog | 0 comments Conventional wisdom holds that the lack of a legal framework for political and monetary union makes policy coordination within the EU and the eurozone impossible. Instead of solving crises, finance ministers race from one disaster to the next, with no real resolution. When such a lack of structure collides with excessive debt and negative economic growth, the thinking goes, there is only one...
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Rescaled Range Analysis: Analyzing the VIX

Posted by Jason Apollo Voss on Mar 14, 2013 in Best of the Blog, Blog | 0 comments Earlier this year I wrote a post explaining the forgotten quantitative technique of rescaled range analysis, which was invented by hydrologist Harold Edwin Hurst and can be used to assess the nature and magnitude of variability in financial data over time. In a follow-up post, “Is the S&P 500 Mean Reverting?” I calculated a “Hurst exponent” of 0.49 for the S&P 500...
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