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Articles Archive for March 2009

Reviews, Stocks »

[ | 26 Mar 2009 | 2 Comments | 2,524 views ]
Free Fantasy Stock Market Game

This is a paid review…
I haven’t been doing many paid reviews lately, but have a couple extra minutes and could use the $15 (or so?) for InvestorGeeks and this site looks pretty cool anway.

Wall Street Survivor is a free fantasy stock market game. You’ve probably seen many of these around. CNBC does a pretty popular one. Like the CNBC one, this game comes along with prizes you can win. Currently there is a contest to win $100k.
Now, these contests I imagine are extremely hard to win. And you basically …

General »

[ | 20 Mar 2009 | One Comment | 1,844 views ]

I am going to be blunt, so far the recession has not affected me. On the contrary I could not be busier, and things are actually moving along quite nicely. Well, that was until yesterday. Yesterday I learned that the conference SD West, and SD Best Practices are no more. They have been cancelled because the last attendance (a week ago) was quite bad. And because the owners of the conference decided to cut costs this conference did not fit into their overall strategy.

Well that is just sad. Let me …

General »

[ | 15 Mar 2009 | One Comment | 4,523 views ]
Ah, Yes Let’s Dismiss the Sharpe Ratio

I write trading systems for a living and as such I think I have a grasp on the Sharpe Ratio and such. The Economist via Quantitative Trading has an article on the issue of trading and calculating returns using the Sharpe Ratio. A high Sharpe Ratio is one where there is low volatility.
Clients who use this ratio may end up flocking to a manager who earns a relatively modest return with very low volatility. Indeed, that was an important part of the appeal of the hedge-fund industry; it often did …

General »

[ | 14 Mar 2009 | 2 Comments | 1,789 views ]
I Am Back… (My Take on John Stewart and Jim Cramer and Why Advertising is to Blame!)

Wow, I have not blogged since Christmas. ZIPO…  nada, zilch… the problem was time. I HAD NO TIME!!!!
I was very very busy with two projects: Reconcillation, and HippoTrader. From previous postings I talked about how I am working on a part-time basis with an investment bank. That is my reconciliation project, which is working fine. The second project is HippoTrader and I have to say I am pleasantly surprised on how it is working. Hippotrader is an advanced trading platform that allows arbitrary backtesting and optimization of Excel based strategies. …