Currencies Hurdle Rate Quantitative Analysis 
Barry Ritholtz
NOVEMBER 8, 2022
When I was at GMO, we — a colleague and I ran a sort of quantitative analysis of speculative bubbles and we crunched, produced my system date 10,000 years of data of various commodity markets, and real estate markets, and stock markets around the world. And currency declined with capital controls.
Barry Ritholtz
MAY 21, 2024
00:29:32 [Speaker Changed] Certainly for commodities and for currencies. 00:29:38 [Speaker Changed] I mean, even in equities, one of the best performing quantitative factors has been momentum for a really, really, really long time. But now we’re back to a more normal hurdle rate. 00:50:03 Not anymore. Yes, I know.
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