gaj
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| Total Posts: 103 |
| Joined: Apr 2018 |
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If anyone has read Adaptive Markets by Andrew Lo, is it worth reading?
The table of contents look interesting. Not too familiar with his work, but his name comes up often. What do people think of his work? |
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hftpm
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| Total Posts: 4 |
| Joined: Oct 2013 |
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| All the words are there, they're just in the wrong order. |
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pj
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| Total Posts: 3525 |
| Joined: Jun 2004 |
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This answer has no value 
@hfptm
Have you read it? |
The older I grow, the more I distrust the familiar doctrine that age brings wisdom
Henry L. Mencken |
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| Haven't read but Andrew Lo is one of the few presenters who consistently impresses me at conferences. He is a true scientist and not any sort of snake oil salesman. I would guess it's a quality book; intended audience may not be super advanced though. |
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Maggette
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| Total Posts: 1237 |
| Joined: Jun 2007 |
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I have read that one. And it was quite nice.
https://www.amazon.com/gp/product/B003ZSISLM/ref=dbs_a_def_rwt_hsch_vapi_tkin_p1_i3
I have listened to talks about the AMH (vs EMH etc) and liked them. But like the EMH, I do not see much actionable value in the AMH. I consider it rather trivial that the AMH is closer to how markets work than EMH, but is not much I can get out of it. So I didn't order the book. |
Ich kam hierher und sah dich und deine Leute lächeln,
und sagte mir: Maggette, scheiss auf den small talk,
lass lieber deine Fäuste sprechen...
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