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GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - February 25-27th, London, UK - Further Information

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About my new column at Fortune Magazine

October 25, 2014 by The Reformed Broker   Comments (0)

Two years ago I stopped contributing to all outside publications and chose to focus whatever time I had to write solely on The Reformed Broker. It’s worked out nicely and the site continues to build record page views, unique visitors, etc. And then I got the chance at my dream columnist gig – with Fortune......

Is prostitution really worth £5.7 billion a year?

October 25, 2014 by Understanding Uncertainty   Comments (0)

The EU has demanded rapid payment of £1.7 billion from the UK because our economy has done better than predicted, and some of this is due to the prostitution market now being considered as part of our National Accounts and contributing an extra £5.3 billion to GDP at 2009 prices, which is 0.35% of GDP, half that of agriculture. But is this a reasonable estimate? This £5.3 billion figure was assessed by the Office of National Statistics in May 2014 based on the following assumptions, derived...

ADX Filter | Trading Strategy (Filter Threshold & Entry)

October 25, 2014 by Stefan Martinek   Comments (0)

I. Trading Strategy Developer: ADX (Average Directional Movement Index): J. Welles Wilder, Jr., Entry/Exit: Richard D. Donchian. Concept: Trend-following trading strategy based on Donchian Channels with the ADX filter. Source:  Wilder, J. W. (1978). New Concepts in … Continue

US market portrait 2014 week 43

October 25, 2014 by Patrick Burns   Comments (0)

US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like

Rajaratnam Brother Banned Under SEC Deal

October 24, 2014 by FINalternatives   Comments (0)

Raj Rajaratnam’s younger brother has settled insider-trading charges leveled by the Securities and Exchange Commission, just months after he was acquitted of parallel criminal charges. Rengan Rajaratnam will pay $841,243 to end the civil fraud case. He also agreed to be barred from the securities industry. read more

Reality Starts To Reveal Itself: Amazon Craters On Massive Loss

October 24, 2014 by Timing Logic   Comments (0)

"The Company believes it will incur substantial losses for the foreseeable future... the rate at which such losses will be incurred will increase significantly." Not to say I told you so, but I told you so.  Amazon’s impending doom has graced this blog many times including detailed remarks about its curious business model.  If you want to actually call it that.  It’s business model is clearly unsustainable at best and a Ponzi Scheme at worst.  ...

Icahn Says Taj Mahal ‘Will Almost Certainly Close’

October 24, 2014 by FINalternatives   Comments (0)

The Trump Taj Mahal will become the fifth Atlantic City, N.J., casino to close this year, according to Carl Icahn, its largest creditor. read more

Ackman Sees Valeant-Allergan Bid As A Happy One

October 24, 2014 by FINalternatives   Comments (0)

Pershing Square Asset Management chief William Ackman used a deposition by lawyers for Allergan Inc. to offer a lesson in semantics. read more