Category Archives for Thinking
Shlok Vaidya’s thinking.
Open-Source Algorithmic Trading
The way this (ostensibly) works is, you write an algorithm (MATLAB or R) that is successful on a historical dataset (looks like the last 12 months), they validate it, and apply their existing capital to it, with you earning a … Continue reading
Croatia’s Crime Problem
Jeffrey T. Kuhner, who wrote this piece, is clearly not smart enough to differentiate crime from communism, which leads to a really weird intro and a lot of ranting. Despite this, there’s some nice snippets that apply to a variety … Continue reading
Whitewashing Lehman
According to the paper, Securities and Exchange Commission officials have begun to doubt they can prove that Lehman broke U.S. laws by moving nearly $50 billion in assets off its balance sheet to make it appear that the securities firm … Continue reading
Twitter Has An Expectations Problem
Winer Twitter’s announcement today. (Basically killing all client software.) You know, Twitter could be a great business. One that is building out a larger and larger user base, inventing cool technology to support it, and selling the data to a … Continue reading
Japanese Earthquake Expectations
From a Google Translated version of study. Y = timeline. X = % of the 1,000 survey participants. Top = Intensity of the expected quake. This was conducted in 2007. -Shlok Sign up for my newsletter.