- Full Name
- Michael Bommarito
- Nickname
- mjbommar
- Website
- http://www-personal.umich.edu/~mjbommar/
- About Me
- I am pursuing a career in quantitative research and modeling for financial and political systems. Currently, I am a Ph.D. at the University of Michigan studying Political Science. My B.S. was in Mathematics at the University of Michigan. I will also complete an M.S.E. in Financial Engineering in April 2011.
I am very experienced in presenting and communicating complex ideas. I have presented mathematical, financial, and political research to over 20 different groups around the world, including students, academic institutions, government agencies, and industry members.
My research has been featured on Seeking Alpha, the Financial Times, the New York Times, Zero Hedge, Abnormal Returns, Marginal Revolution, and Wired Magazine. I have publications in Quantitative Finance, Physica A, and various law reviews.
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Correlation between S&P 500 and Sectors, 2002-2010 | October 26, 2010
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Data: Spreadsheet of All Permanent Open Market Operations (POMO) |
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Link: Market panic on different time-scales |
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Link: “European bank bail-ins will cost +87 basis points” | October 25, 2010
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Index and Sector Summary Heatmap, Month ending Oct. 22, 2010 | October 24, 2010
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Link: C.L. Peterson. “Two Faces: Demystifying the Mortgage Electronic Registration System’s Land Title Theory” |
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Best and Worst Performing ETFs, Week of Oct. 18, 2010 |
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Animation: Holders of Treasury Securities, 2004-2010 | October 22, 2010