Papers and Matlab Files
Matlab has been really fun to learn so far. It's easy to write useful code with very few lines. In…
Conceptualizing Learning Error
When you are trying to find the correct equation to model and predict financial data, you will always have some…
Risk-taking
I'm reading The Poker Face of Wall Street by Aaron Brown. The first half has been very good so I'll…
Probability of Ruin
Catalan Numbers are an interesting way of modeling the probability of ruin.Specifically, Catalan Numbers help find the probability that a…
IB Olympiad System Outline: v.2
I previously posted a system outline and before that a trading plan for Interactive Brokers' Collegiate Olympiad. The criticism I…
SKF: Inverse Construction and Volatility
I previously explained why market returns should be lognormally distributed with positive daily expectation (not continuous). However, imagine a security…
India Trip
I've been in Mumbai since January 3rd and I'm leaving on the 16th. If anyone is interested in meeting for…
House Hearing on Hedge Funds
http://video.aol.com/video-detail/house-oversight-cmte-hearing-on-turmoil-in-the-financial-markets/1389143189/?icid=VIDLRVGOV04The politicians love their ambiguously applicable metaphors.
Information Theory Betting
The following is a very interesting problem copied from p.132 of "Elements of Information Theory" by Cover and Thomas. I've…