Our group just finished a research paper on the matter for an undergraduate research competition - it's a response to Macrae's article a few years...
Read an interesting piece in the WSJ today about how <a...
Wasn't sure where this fit.. mods move at your own discretion :D Another thing that's come to my attention is the alarming and increasing use...
William Eckhardt; infamous for his bet with Richard Dennis and the original Turtles. Read more about him here, and the turtle story here....
Kind of an old subject but I thought I'd touch up on it. We've often heard the idea that a system can be profitable even though its number of...
In running Monte-Carlo simulations, I've noticed that <a href="http://en.wikipedia.org/wiki/Fat_tail">fat-tails</a> often occur, on 10,000 trade...
A few months ago, I wrote about my thoughts on the Edge. Ever since that question was posed to me, I have been seeking what defines an edge....
Was going through my list and couldn't help but sit back in awe at such a beautiful run HANS has had...
From the Times Online: http://business.timesonline.co.uk/article/0,,9063-2266037,00.html "THE Nobel Prize-winning founder of Long Term Capital...
http://www.bigtrends.com/document.jsp?documentid=914 A nice reprint from a 2002 Stock Futures and Options Magazine, by Price Headley. From the...
Fired SEC attorney names "Mr. Mack" in Pequot probe...
http://www.investopedia.com/articles/forex/06/ScalingUp.asp From the article: "Nevertheless, scaling up can be an extremely profitable...
Day Trader Jailed Six Years For Fraud http://www.theglobeandmail.com/servlet/story/LAC.20060620.BCFRAUD20/TPStory/National AKUSP, B.C. --...
Missed the airing.. but here's the article: http://www.cbsnews.com/stories/2006/03/24/60minutes/main1438812.shtml
Hmm wasn't sure how to categorize this... but something interesting that we may have all thought about before. Why a time-based average (5 year...
We all understand the idea of expectancy: Expectancy = (Probability of Win * Avg. Win Size) - (Probability of Loss * Avg. Loss Size) Namely,...
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