Ideally, financial decisionmakers allocate societal resources in an efficient manner.
In reality -- as demonstrated by the repeated bursting of market bubbles and sudden implosions of superficially "successful" firms like Enron and Satyam -- many financial actors are short-sighted and self-serving.
ValueQuant uses text mining to identify and quantify "soft" factors -- like short-sighted and self-serving behavior -- that affect financial performance but are overlooked by traditional quant models.
Our ideas derive from value-based theories and are rigorously tested against data.
We enjoy the incredible challenge of "beating" financial markets and hope to improve financial allocation (thus spurring economic performance) and profit from doing so.
Macroeconomic time series graphs (updated automatically nightly)
Brief statistical analysis videos (using Flash)
Omitted Variable Bias
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Parameter Vector Confidence Ellipses
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Education
- Ph.D., Economics, Stanford University
- M.Sc., Economics, London School of Economics (LSE)
- 2 years doctoral study, Stanford University Graduate School of Business
- M.A., East Asian Studies (China/Mandarin), Stanford University
- A.B. (magna cum laude), Government, Harvard University
Experience, Knowledge and Skills
- Experience:
- Inventor of factor extending CAPM to measure impact of shifting presidential election odds
- Management, entrepreneurship, accounting, technology and research
- Author of two acclaimed volumes on Management Secrets of the New England Patriots, based on dissertation research into high-performance organizations
- Knowledge:
- Corporate finance, accounting and valuation
- U.S. political economy: Unfinished book manuscript titled Scamocracy; Former adviser/researcher for U.S. Senate nominee Ned Lamont
- Psychology, neuroeconomics, prospect theory, evolutionary biology and primatology
- Functional grasp of written and spoken Mandarin Chinese
- Technical skills:
- Statistical programming in R and SPlus (including Rmetrics, quantmod, lattice, etc.)
- Ruby programming (including acquisition and analysis of large datasets from the Internet)
- Database administration (PostgreSQL, MySQL, SQL Server)
- Linux administration
A ValueQuant bookcase
Contact ValueQuant
Email: james "at" valuequant.com
Phone: 203.355.0677
Mail: 41 Minivale Rd, Stamford, CT 06907
