In today’s world, anyone with a computer and a decent web connection can try to copy the big boys and data mine the wealth of information publicly available on the internet. Cerberi Analytics is our shot at this recently democratized game.

By data mining, we’re attempting, through asset pricing pattern analysis/modeling (using Stata and Matlab), to ascertain anomalies in the stock market that could be capitalized on (something that the EMH would indicate is impossible, but behavioral finance/economics seem to hint at), focusing on contrarian, technical, and value investing principles.

It’s a lot of excel work, and a lot of “anomalies” that show up for a few months but don’t withstand backtesting (or implementation), but someone’s got to do it, right?