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Volatility Trading is a good tool for learning about the ins and out of volatility. Volatility Trading is accessible and informative in the same style as Ernest Chan's book, Quantitative Trading. Both Quantitative Trading and Volatility Trading offer tutorials from helpful practitioner teachers. There is a mix of quantified academic rigor in the form of teaching about the tools of the →…read more Great math is beauty in form the same way architecture or painting can be poetry in motion. Yes it is a bit of syesthasia for me. Great communicators are those who illuminate and share new worlds of understanding. Here is Marcus du Sautoy talking about the history of Symmetry. The language of math can be incredible and Marcus seems like a →…read more Visualizing relationships, be they mathematical, cultural or physical is a powerful skill. Here is a great site about an interesting quest for visualizing prime numbers. I am a big fan of Phi, the Golden Ratio. One of the best books on this is Mario Livio's The Golden Ratio. Livio is a serious mathematician, historian and story teller who brings alive →…read more  Leave a comment  Uncategorized  Art & design, Books, Math, Quantitative analysis, Science, Thinking in Pictures Sam Savage's latest offering Flaw of Averages is a useful book and set of thought tools he calls mindles. If you have a PHd in statistics or mathematics, your job or role rarely begins and ends with you. Often your models will need to be explained to people. More importantly the places where the models could or would go wrong need →…read more Leave a comment Uncategorized Books, Finance & Economics, Management, Math, Quantitative analysis, Thinking in Pictures Education is one of the most important ways we have of passing "progress" on. The Khan academy is a great free video resource for learning. The available subjects are very cool: including the current economic crisis, the Geihtner plan etc. Also tutorials on great stuff in math. If you hated math or some subject in college or high school, give it a →…read more For those of you who get it, you will realize this video is a lot deeper in terms of symbolic meaning, linkage, learning and evolutionary creation of symbolic and applied knowledge. For the rest, enjoy the pretty coral. Margaret Wertheim leads a project to re-create the creatures of the This week I am off to the wall street green trading summit on behalf of the seeking alphasters. Thanks lads. I thought I would take a look at how the emissions (carbon) market is evolving from a traders and economic efficiency perspective. Here is a snapshot of carbon prices or the right to emit 1 tonne of carbon about 11 euros: Truly →…read more OK it's not quite a GUT for equities, but a neat trick involving Munger, Buffet, Graham, Sharpe, Claude Shannon, Thorpe, Kelly, Chan, Mr. Market and Douglas Adams. Thus even if it isn't the GUT for Finance, this blog post is highly buzzword compliant. Charlie Munger always says, "invert" which means look at the end or out come first. I think he is →…read more Here is a collection of some of the predictions made in this blog. The blog missed the full scope of the Chinese bubble burst. I thought -40%, it turned out to be -70% and was 6 weeks early from the top. Sornette, Gott and yield spreadsheets are helpful tools. They are available here or for the asking. China shares bubble bursting →…read more I have been studying for the CAIA Chartered Alternative Investment Analyst exam coming up. It is a bit like the CFA but only 2 exams and focuses on alternative investments. It may be geeky to admit but it is fun stuff. I used to build trading models as a kid and play with neural networks and t-bond futures in college back →…read more |
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