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Publication Name: Falkenblog

Publication URL: http://falkenblog.blogspot.com/

RSS Feed: link

Owner Email: http://falkenblog.blogspot.com

Joined: November 27th, 2011

Activity

Falkenblog wrote a new blog post titled Mercenary Protestors

A friend of mine works here in Minneapolis, and lives in Chicago (6 hour drive, 1 hour flight).  Last Friday he noted his flight was filled with nurses.  He asked what was up, and found their union was paying for hotel, airfare and a per diem to join some Chicago protests the following day.The nurses were rather visible at the NATO summit, officially calling for a tax on financial transactions, among other things.  The nurses my friend spoke to had little interest or understanding of what they were protesting, just noting it was part of being in a union, and going to be fun....
(16 hours ago)

Falkenblog wrote a new blog post titled Bartleby, the Welfare Queen

There's a neat story in the LA Times on a pathetic 27 year old woman with 4 kids, on government assistance struggling to break the cycle of intergenerational poverty. Here's a snippet: After months searching for work and feeling increasingly discouraged, Natalie Cole caught a break — an offer of a part-time position at a Little Caesars Pizza shop in Compton. The manager scheduled her orientation and told her she had to pass a food safety test. She took the test — and failed. But rather than study and take it again, she shrugged it off. "I guess I am not working for a reason," she...
(yesterday)

Falkenblog wrote a new blog post titled Early Low Vol Literature Now Everywhere

It sure would have helped if sites like lowvolatilitystocks.com were up back in 2007. It's Bob Haugen and Nardin Baker's new website and has lots of neat references on low volatility. Then there's a wikipedia page on the Low_volatility_anomaly, where I get to discover first hand how misleading Wikipedia is when you are well versed in something. Nonetheless, the Wiki page is pretty good and hopefully will get better over time.In my Kafkaesque litigation I scrambled to find simple evidence of common knowledge, which would be exempt from confidentiality agreement that my...
(2 days ago)

About:

I'm 46, and have three cute little kids and a beautiful wife. I'm a quant for a financial firm that does many things, mainly equity options market making, and I try to avoid things related to day-to-day activities. I blog for fun, and to champion some of my pet ideas.