Monthly Archives: August 2007

Ten Year T-Bond Yields and Currencies: A nonlinear relationship to Gold Prices

That’s the title of my article that’s going to be published in Future’s magazine, tentatively this November. I got confirmation a while ago and now I’m just waiting on some release forms. I’m very happy because getting published is a … Continue reading

Posted in Random | Leave a comment

Arbitrage R Mutual Fund

Here’s an interesting little fund that showed up on my 52 week high mutual fund scan, Arbitrage R! It did have a rough patch a few weeks ago as the subprime mess started to unravel (and continues to unravel). What … Continue reading

Posted in Mutual Funds | 2 Comments

Goldilocks Economy

Some wise words about the economy from my friend, the MarketDoctor (emphasis mine). What happened to the Gold-Locks economy? Just a few weeks ago it was in full force as the major Stock Indexes posted exuberant gains. Could it be … Continue reading

Posted in Economy | Leave a comment

US Interest Rates VS Currencies

I have some issues with Christian’s post, Should the Fed Ease for the Sake of the USD, and wanted to analyze his hypothesis that US interest rates have no correlation to currencies over the long term. I downloaded daily closing … Continue reading

Posted in Forex, Trends | 5 Comments

Real Estate Will Get Worse

I used to flip foreclosure properties leading up to the height of the RE bubble. It was tough work finding these properties, marketing to them, and then screening the potential sellers. Since I didn’t have the capital to buy the … Continue reading

Posted in Real Estate, Trends | 6 Comments

We Might Be In Trouble

Ouch, another volatile day in the markets. My model’s volatility indicator didn’t issue a BUY today but it did jump higher. We’re almost ready to cross the 1.0 threshold again which means more volatility games in the market. For some … Continue reading

Posted in 401K, Neural Nets, Trends | Leave a comment

Macau – The Not So Little Chinese Las Vegas

The last time I was in Macau, I stayed at my brother in-law’s place. Outside his balcony I watched the construction of what was to become billionaire Sheldon Adelson’s Venetian casino. It looked really cool and was massive in size … Continue reading

Posted in Random | 1 Comment

The Conspiracy Trade

The conspiracy nut jobs are out in force this week and they’re all saying that a “Bin Laden” option’s trade was placed. According one site (they won’t get my link), they claim someone sold 61,730 September SPX Calls at strike … Continue reading

Posted in Options | 3 Comments

PowerShares Gld Drg Haltr USX China (PGJ)

It’s all about China these days and it probably will be leading up to the 2008 Olympics, who knows what it will be after that? Anyway, the Powershares Golden Dragon ETF (PGJ) is not a chain of restaurants, rather its … Continue reading

Posted in ETF's | Leave a comment

Biogen Idec Inc (BIIB)

A scan of new 52 week highs on the Nasdaq brings Mr. Biogen Idec Inc (BIIB). I usually don’t trade the Biotech sector but it does have its Black Swan positive charm, perhaps I should invest some money in it … Continue reading

Posted in Stocks | Leave a comment

Are Quants Dead?

In my personal opinion, no. As long as there is market inefficiency, there will always be some quantitative strategy out there trying to capitalize on it. Some people believe, because of recent market events, that the quantitative based investment strategy … Continue reading

Posted in Random | 1 Comment

The Problem With Volatility

Is that it’s too damn volatile! I’ve been working on the next gen version of a directional volatility model and its been both frustrating and rewarding at the same time. As long as the model is re-optimized on a weekly … Continue reading

Posted in Neural Nets, Options | 4 Comments