Labels

aegis (1) ASP (2) babbage (1) baikal (1) behavioural finance (1) beta (1) bonds (1) Calypso (1) cboe (1) celent (1) china (2) cisco (1) cleantech (1) commodities (3) currenex (1) darkpools (2) derivatives (2) ecb (1) energytrading (1) exchanges (4) exotics (1) facebook (1) FIX (2) FlexTrade (1) forex (1) fortune (1) futures (1) fx (3) gpu (1) hedgefund (3) HFT (1) horizon (1) ICE (1) ise (1) IT (1) korea (1) lehman (1) libraryservices (1) marketmaking (1) microstructure (1) mifid (1) models (1) momentum investing (1) OpenLink (1) options (3) plusmarkets (1) programtrading (1) projectfinance (1) retail (1) SAC (1) SAP (1) SGX (1) simulation (1) spx (1) SunGard (2) tech (2) thomsonreuters (1) tibco (1) trading (1) TSE (1) venturecapital (1) volatility (1) whitehall (1)

Saturday, 13 June 2009

The Explanatory Power of BeFi

An interesting website on behavioural finance, the "study of the influence of psychology on the behaviour of financial practitioners and the subsequent effect on markets" Sewell (2005). It is a way of factoring irrationality into the study of financial markets.

"Momentum investing" as a riposte to the efficient market hypothesis is a good case-study for behavioural finance. The creed of momentum investing is echoed in Richard Driehaus' oft-quoted quip that "far more money is made buying high and selling at even higher prices". Schwager is good material to gain insight into the phenomena.

No comments: