Updates

  1. Person pages list letters, writing, profiles and links as sortable tables with filters, and show each person's companies as links; Fund letters show each letter's description in its own column.
  2. Experts show a checked job title and a short description of each person; 30 more people have photographs.
  3. Every company, fund, university and publication the experts work for has a page listing the people there.
  4. Fund letters show each letter's thesis and filter by it; 225 person pages list the essays, columns and newsletter issues the person wrote.
  5. Person pages list every essay and newsletter issue a person wrote, and their own books as a table in List view.
  6. Recommends shows the five largest kinds of book and the rest under More; browse pictures load sooner.
  7. Podcasts and talks link the original episode, filter by Audio and video or Press, and list each publisher once.
  8. Pages are wider, Recommends has List and Grid, and a filter clicked again turns off.
  9. Book cards sit in a ruled grid with Open Library and Goodreads links and each book's one-line note.
  10. Funds is now Investors; each investor's styles are buttons that filter the table.
  11. Podcasts and talks on a person's page filter by year and publisher and show as a list or a grid of pictures.
  12. Quotes show only people's own words: 472 summaries written by list sites are gone.
  13. Country pages open from Browse again, and every link on the shelf lands on a page.
  14. Subject and person pages show their sections as tabs, and each book appears once on a person's page.
  15. Book cards show the quote, who said it and the source; grids show five cards to a row.
  16. On a phone, a menu holds the sections, search, Updates, Feedback and dark mode.
  17. Feedback takes a screenshot of the page with no browser prompt, opens a screenshot full size when you click it, and clears itself once sent.
  18. Book cards are centred, search names the topic each book sits in, and any text cut short shows whole on hover.
  19. Search groups its results by kind: people, companies, geographies, subjects, topics, books, funds, fund letters and papers.
  20. The Books table lists who recommended each book by name, and the browser tab names the section you are in.
  21. Feedback can take a screenshot of the page, or one you paste or choose, and opens in the corner beside Updates.
  22. Each rail button reopens its section where you left it, and Browse, Table and People show on every book and subject page.
  23. Filters grey out choices that hold nothing instead of hiding them, and Books › People filters by authors or recommenders.
  24. Feedback takes a subject line and up to three screenshots.
  25. Biographies are grouped by the person they are about: 41 new pages, from Abraham Lincoln to Lee Kuan Yew.
  26. Sport splits into 23 sports, and Religion into one topic per faith.
  27. Book lists show as cards: the cover, one recommendation quote and every recommender by name.
  28. Seventeen subjects that had two or three pages under different names now have one page each.
  29. Every page lists its Experts as authors and recommenders, with a link to them on the Experts tab.
  30. Economics, Financial history, Financial panics and Accounting are subjects of their own, with one page per financial crisis.
  31. Book, person and subject pages open inside the app, so the tabs stay in view.
  32. 996 more book covers, and photographs or logos for 227 more people and companies.
  33. Books › Browse shows every subject as cards, and the rail holds Fund letters, Papers, Experts, Books and Funds.
  34. Every topic over 150 books splits into narrower topics, each with a page of its own.

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Andrew W. Lo

T1AcademicsAsset pricing and market efficiency

Financial economist at MIT Sloan; founded AlphaSimplex Group in 1999 and was its chairman and chief investment strategist until 2018.

MIT Sloan School of ManagementMIT Laboratory for Financial EngineeringAlphaSimplex Group

Andrew W. Lo - MIT

The Econometrics of Financial Markets and the variance-ratio work with MacKinlay are primary sources the field builds on, and the Adaptive Markets Hypothesis is a named framework in its own right.

9 books of their own · 24 articles

Books 9Writing 24

Start here

  1. The Econometrics of Financial MarketsJohn Y. Campbell, A. Craig MacKinlay, 1997
  2. A Non-Random Walk Down Wall StreetA. Craig MacKinlay, 1999
  3. Hedge Funds: An Analytic Perspective2008
The Econometrics of Financial Markets
T4 The Econometrics of Financial Markets
Andrew W. Lo, John Y. Campbell, A. Craig MacKinlay · 1997
Open LibraryGoodreads

The statistical tools of empirical finance and the questions they test.

A Non-Random Walk Down Wall StreetA Non-Random Walk Down Wall Street
T4 A Non-Random Walk Down Wall Street
Andrew W. Lo, A. Craig MacKinlay · 1999
Open LibraryGoodreads
Hedge Funds: An Analytic PerspectiveHedge Funds: An Analytic Perspective
T4 Hedge Funds: An Analytic Perspective
Andrew W. Lo · 2008
Open LibraryGoodreads

Princeton University Press; revised edition 2010.

The Heretics of Finance: Conversations with The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis
T4 The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis
Andrew W. Lo, Jasmina Hasanhodzic · 2009
Open LibraryGoodreads
The Evolution of Technical Analysis: FinanciThe Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals
T4 The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals
Andrew W. Lo, Jasmina Hasanhodzic · 2010
Open LibraryGoodreads

Forecasting prices from past prices, from Babylonian records to quantitative trading.

Adaptive Markets: Financial Evolution at theAdaptive Markets: Financial Evolution at the Speed of Thought
T4 Adaptive Markets: Financial Evolution at the Speed of Thought
Andrew W. Lo · 2017
Open LibraryGoodreads
In Pursuit of the Perfect Portfolio: The StoIn Pursuit of the Perfect Portfolio: The Stories, Voices, and Key Insights of the Pioneers Who Shaped the Way We Invest
T4 In Pursuit of the Perfect Portfolio: The Stories, Voices, and Key Insights of the Pioneers Who Shaped the Way We Invest
Andrew W. Lo, Stephen R. Foerster · 2021
Open LibraryGoodreads
Healthcare Finance: Modern Financial AnalysiHealthcare Finance: Modern Financial Analysis for Accelerating Biomedical Innovation
T4 Healthcare Finance: Modern Financial Analysis for Accelerating Biomedical Innovation
Andrew W. Lo, Shomesh E. Chaudhuri · 2024
Open LibraryGoodreads

Princeton University Press. Listed on Lo's MIT books page.

The Adaptive Markets Hypothesis: An Evolutio
T4 The Adaptive Markets Hypothesis: An Evolutionary Approach to Understanding Financial System Dynamics
Andrew W. Lo, Ruixun Zhang · 2024
Open LibraryGoodreads

A formal model of markets whose efficiency shifts as participants adapt.

The Econometrics of Financial MarketsThe statistical tools of empirical finance and the questions they test.1997T4–
A Non-Random Walk Down Wall Street–1999T4–
Hedge Funds: An Analytic PerspectivePrinceton University Press; revised edition 2010.2008T4–
The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis–2009–
The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg TerminalsForecasting prices from past prices, from Babylonian records to quantitative trading.2010T4–
Adaptive Markets: Financial Evolution at the Speed of Thought–2017T4–
In Pursuit of the Perfect Portfolio: The Stories, Voices, and Key Insights of the Pioneers Who Shaped the Way We Invest–2021T4–
Healthcare Finance: Modern Financial Analysis for Accelerating Biomedical InnovationPrinceton University Press. Listed on Lo's MIT books page.2024T4–
The Adaptive Markets Hypothesis: An Evolutionary Approach to Understanding Financial System DynamicsA formal model of markets whose efficiency shifts as participants adapt.2024T4–

Tags

mit-sloanmit-laboratory-for-financial-engineeringalphasimplex-groupqls-advisorscraig-mackinlayjohn-y-campbellstephen-foersterequitieshedge-fundshealthcare-financeacademiaadaptive-markets-hypothesisefficient-marketsfinancial-econometricsbehavioral-financefinancial-engineering