henrik heffermehl

PM i systematisk aksjefond, Oslo.

[henrik heffermehl @Praxis_Cap]

"There are two different types of people in the world: those who want to know, and those who want to believe."

-Friedrich Nietszche

[henrik heffermehl @Praxis_Cap]

@arb8020 Try adjusting the bench to fit the back of your knees snugly. The angle of your foot matters too. Do a 20-25 rep slow, light warm up and find the least painful angle. Control tempo and hold the flex at the top for 1s. 1s up, hold 1s, 2s down.

[henrik heffermehl @Praxis_Cap]

@arb8020 Wrong

[henrik heffermehl @Praxis_Cap]

Reversal in Cryptocurrency Returns @SSRN https://t.co/EeZQrvzCc0

[New York Post @nypost]

Cop arrested, fired for allegedly pointing gun at fellow officer who microwaved fish at police station https://t.co/DkE9a4Vx4h

[henrik heffermehl @Praxis_Cap]

@OleOestlid Jeg orker ikke mer

[henrik heffermehl @Praxis_Cap]

@Th__Nielsen 😅😅😅

[henrik heffermehl @Praxis_Cap]

Tenk at folk bruker penger på det pisset her.
"Balanseolje" :D https://t.co/vMnNOg0Sp3

[henrik heffermehl @Praxis_Cap]

@ScottPh77711570 Feel better, Scott. Shoulder surgery sucks. But a life changer for me, back to (more or less) normal after a few months (I didn't have a replacement though, just removed a big chunk of stray bone from a bad dislocation and repaired a torn off biceps tendon).

[henrik heffermehl @Praxis_Cap]

Interessant. (Kilde: Pareto Securities)

[henrik heffermehl @Praxis_Cap]

@Valutatraderen 😅

[henrik heffermehl @Praxis_Cap]

@Th__Nielsen Oh no he didn't 🥁

[henrik heffermehl @Praxis_Cap]

https://t.co/gJwNDyRK7L

[Ivan Blanco @iblanco_finance]

📉 New Research Ideas! Low-vol looks marginal on paper. Add real-world frictions, and it holds up.

Most asset pricing models still exclude the low-volatility factor. Soebhag, Baltussen, and van Vliet argue the reason is an unrealistic assumption baked into the standard tests: costless, frictionless long-short investing.

In the paper, once you bring in trading costs and the asymmetry between the long and short legs, the picture changes. Low-vol returns survive implementation frictions better than many of the factors we usually take more seriously. The factor that looks unremarkable in a frictionless world becomes one of the more robust ones in a realistic one.

It is not new that, in most academic papers, frictions are usually not well accounted for... and a factor is only as good as what's left after costs. Plenty of "strong" factors quietly fail that test.

The data suggest low-vol is undervalued precisely because the standard models are too clean to see it.

📄 Soebhag, Baltussen & van Vliet: https://t.co/4pxUvNA74c

→ Join +3000 subs: https://t.co/Xtg63h9wiS

[Quant Beckman @quantbeckman]

These are basically the pitfalls I look for every time I read a paper, and in this same order.

[henrik heffermehl @Praxis_Cap]

@kiheger Nobody gives a shit

[henrik heffermehl @Praxis_Cap]

@richardpaulsen For en 🤡

[henrik heffermehl @Praxis_Cap]

Ouch

[henrik heffermehl @Praxis_Cap]

@AlinejadMasih @AOC What the fuck is that clown Mamdani wearing

[henrik heffermehl @Praxis_Cap]

@mikkelickski (Byrådet bør vel strengt tatt ikke fokusere primært på Palestina og pappkopper heller. De har jo andre oppgaver. Uten at man nødvendigvis er helt idiot hvis man skulle finne på å påpeke dette).

[henrik heffermehl @Praxis_Cap]

Veldig bra og verdt å se igjen

The Little Book that Builds Wealth | Pat Dorsey | Talks at Google https://t.co/vTQ5rTHhiq via @YouTube