I predict there will be a lot of predictions of markets for the coming year.  Here is a calibration of such predictions. We show the prediction distribution of levels [...]

The blog year started in August and consists of 30-something posts.  Here is a summary. Most popular Ideas for World Statistics Day A quant review of "The Quants" by [...]

We're really interested in markets, but we'll start with a series of coin tosses.  If the coin lands heads, then we go up one; if it lands tails, we [...]