Thursday, April 30, 2009
Sunday, April 26, 2009
Plenty of different information than what was reported in books and documentaries.
Wednesday, April 22, 2009
Chan uses MATLAB examples to show how software tools can be used to backtest and automate trading strategies.
He also has several examples including a 'Mean-Reverting Model' and a 'Pair Trading' system. Both have very good Sharpe ratios and appear very straightforward.
Chan's chapter on backtesting and his use of MATLAB for measuring risk and leverage were also very interesting.
My takeaway from the book includes:
1. I will look into Octave, a MATLAB clone, to see if I can adopt it instead of writing all of my own backtesting software from scratch.
2. I am always looking for another system to complement what I am doing today. I have looked at 'Pair Trading' in the past and will use Octave and Chan's example to revisit my previous work.
I liked the book and can easily recommend it. I can also recommend Chan's blog at http://epchan.blogspot.com/.
Tuesday, April 21, 2009
Watch the video - very nice. Also the example page has a lot of good examples that you would expect only on a compiled software application.
Schrenker told "GMA" that there would be too much planning involved in faking his own death.
"Let's step back and think about what someone would have to do if they wanted to fake their own death," Schrenker said in a jailhouse telephone interview with "Good Morning America's" Chris Cuomo. "They would have to establish a new identity. They would have to have a well-funded bank account, a place where they would live. And I did nothing like that."
Schrenker, 38, said that he'd survived an actual accident Jan. 11 by parachuting to safety after his plane hit turbulence and the oxygen system began to fail.http://dealbreaker.com/2009/04/wasnt-me-babe.php