P&L’s Turn Faster Than Historical Data #idea
P&L’s turn faster than historical data. That matters. –h
Month: September 2013
Bayes
“Once I was able to see probability as the intensity of belief…” From ‘The Joy and Martyrdom of Trying to Be a Bayesian” –h
Factories #idea
Build factories by combining stocks in an industry that cover the broadest spectrum of the industry, i.e., exploration, research production and delivery. Test the performance of the factory against the performance of the individuals. Build best factory and worst factories for a pairs trade. –h
What We’re Working On #idea
This post from R-Bloggers on the Bradley-Terry model for forecasting outcomes of head-to-head match-ups is interesting. Think highly and inversely correlated markets or stocks, –h
June Performance #Performance
Scrambling to catch up here’s June Performance. July and August should be up tomorrow. –h
Market Stress #idea
Our measure of risk and opportunity in several markets: Market Stress, August 30, 2013 Purely qualitative at this point Based on the ideas found here. –h