Category: Asset Management

Exploring the 2020 Stock Market Recovery in the United States

You can access the notebook used to generate the analysis presented below here: https://gist.github.com/aarongilman/5054fc12ccde79076e45501ab82c0690 If you prefer to view this post as a Jupyter Notebook, you can view it that way at the end of the post. The S&P 500 has recovered all of the losses from the COVID crash earlier in the year. Does …

Post Election Analysis – Taking Clues from the Market

You can access the notebook used to generate the analysis presented below here: https://gist.github.com/aarongilman/2294df2e39642a3c81eb0b4bbe29b17f If you prefer to view this post as a Jupyter Notebook, you can view it that way at the end of the post. A Week After the Election – Looking at the week before and the week after the election through …

A Decomposition of the Market Composition

2020 has been an interesting year for investors so far and it is showing no signs of letting up any time soon. The most popular and widely followed stock market indices are typically market-capitalization weighted (read more about it here https://www.investopedia.com/terms/c/capitalizationweightedindex.asp) and at times can be rather misleading when used as a proxy for performance …

A Quantitative Look at Inflation and Monetary Policy in the United States

Summary Every time the Fed announces monetary easing of some kind, we are flooded with questions and fear regarding inflation. You can also see a similar amount of interest when looking at Keyword searches on Google: We believe that most of the public and even many investment professionals in the US lack an understanding of …

When Comparing Growth to Value, Look Under the Hood

When investing, there are many different investment styles and factors for categorizing stocks.  Categorizations became especially popular when Morningstar created a style box to classify stocks.  Across the vertical axis of the Morningstar style box, stocks are categorized by size.  There are large cap, mid-cap, and small-capitalization stocks, which is based on the market capitalization …