November 28, 2011
The idea Borrow in a currency with low interest rates, lend in a currency with high interest rates. The image Photo by Patti via stock.xchng The question Am I [...]
September 12, 2011
download 'The R Inferno' Update While it is still not for sale at a website near you, it is also for sale at a website near you: Buy [...]
November 5, 2010
On Tuesday I gave a talk at the Thalesians entitled "Effective backtesting". You can get the annotated slides but below is an almost wordless introduction to backtesting. Introduction Figure [...]
September 6, 2010
We have a portfolio with weights A=20%, B=60%, C=20%. That we have this particular portfolio is really a market prediction. What are the returns that the portfolio is "expecting"? [...]