Vijay Vaidyanathan

What's a Monte Carlo Simulation?

We can’t predict the future, so where do we put our money?Every investor understands that investing involves uncertainty. Next year might be choppy or it might be smooth. The market might be up,…


Worried about market volatility? Watch this TV show from 1987

If you're watching CNBC, Bloomberg TV, reading Barrons or the Wall Street Journal or even just cruising Google or listening to the pundits anywhere else this past volatile week, you'll know that this…


Factor Allocator Newsfeed

2017 Year End Factor Model Report

Monty's year-end wrap up of Factor Performance was released last month, and if you missed it, you can access the full report here The tl;dr version is: Factor portfolio returns dispersion is very…


Investment Waves

The Great Wave of Kanagawa is Hokusai’s most famous work, one of the Thirty Six Views of Mount Fuji. It depicts an enormous wave threatening boats off the coast of the prefecture of Kanagawa. The…