-
Recent Posts
Recent Comments
Data Mining
Economy
Quant Finance
R
Trading
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
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