Year: 2015
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Investors’ reaction to the Gulf of Mexico oil spill
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On 20th April 2010 an explosion sank the Deepwater Horizon platform and caused oil to flow into the Gulf. On 15th July a temporary seal was completed, followed by the fitting of the permanent cap on 19th September. Eleven people died in the disaster and 3.2 million barrels of oil leaked into the Gulf. This…
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Alpha Decay
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Alpha Decay is a ground-breaking academic paper co-authored by Rick Di Mascio, CEO of Inalytics, Anton Lines from Columbia Business School and Narayan Y. Naik from London Business School. Using transaction level data from a sample of professional asset managers, the authors observed positive incremental alpha on newly purchased stocks that decays over the twelve…
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Memory vs. Analytics in Elite Sports & Fund Management
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Our memories can be poor tools for providing comprehensive information of an event, a reality which impacts both elite athletes and fund managers who want to use information on past performance to improve. Utilising analytics to improve performance Focusing on not just the dramatic moments, but the more nuanced details and missed opportunities, at Inalytics…