January 2021 – My Blog

The Storming of the Bastille: The Reddit Crowd targets the Hedge Funds!

I generally try to stay out of fights, especially when they become mud-wrestling contests, but the battle between the hedge funds and Reddit investors just too juicy to ignore. As…

jamur January 29, 2021

Crypto Currencies Pricing and Value

Data Update 3 for 2021: Currencies, Commodities, Collectibles and Cryptos

In my last post, I described the wild ride that the price of risk took in 2020, with equity risk premiums and default spreads initially sky rocketing, as the virus…

jamur January 28, 2021

Data Update Default Spreads Equity Risk Premiums

Data Update 2 for 2021: The Price of Risk!

Investors are constantly in search of a single metric that will tell them whether a market is under or over valued, and consequently whether they should buying or selling holdings…

jamur January 20, 2021

Classes Teaching

Marking Time: A new year, a fresh semester and its class time!

As we approach the turn of the calendar year, I have my own set of rituals that prepare me for the new year. Last week, was my data week, where…

jamur January 12, 2021

Big Data COVID Data Updates

Data Update 1 for 2021: A (Data) Look Back at a Most Forgettable Year (2020)!

I spent the first week of 2021 in the same way that I have spent the first week of every year since 1995, collecting data on publicly traded companies and…

jamur January 9, 2021