1980 3735387 3x adoption affected amounts applicable approximate bear body breaking browsing calculation chart collection commodore copper correlated denial description emails explain explanation fool forms freedom funding geeks growing ideas illustrated insider interest investing jobs lulu mainly observed pounds precision quote recovery sector slim startup stephen stocks suggests suspected technical trade trend trips unexpected wide wilmott
- 2010-Oct-25: Holy Penguin in a Suit Batman! Linux now provides the London Stock Exchange with the fastest trade executions in the world (well faster than any .NET based exchanges). High frequency traders will be enjoying this. The NYSE is also running on Linux machines. [9428] [1]
- 2010-Oct-23: More talk about the possibility of seeing more flash crashes, there are signs of one on Sept 2, 2010 as well. Slashdot discusses the SEC's report on the Flash Crash which blames it on a computer algorithm. [9362]
- 2010-Oct-23: Are the markets headed for a correction, this mentions the overbought breadth reading and the McClellan Summation index as market topping signals. [9411]
- 2010-Oct-22: Pivot points and resistance levels are used by many traders as a guide to the likely range of price motion for a stock in the coming day. There are a number of these which are all fairly similar including Floor Pivot Points, DeMark's Pivot, Woodie's Pivot and Camarilla Pivots. See Investopedia and EarnForex. [9412]
- 2010-Oct-20: The Roubini Sentiment Indicator, this started out as a bit of a joke but actually hit a nerve. Turns out that some forms of news may precondition the investing masses, distorting their sentiment to the point where it actually causes market movements (or perhaps it just introduces strain which then gets released en-mass by some unexpected trigger event). This could actually explain why a lot of technical analysis appears to work. The idea here was to use Google Trends to monitor a significant search term that might be correlated with investor sentiment, in this case "Roubini" the last name of Nouriel Roubini an economics professor who is often called Dr. Doom. [9400]
- 2010-Sep-26: A good source of delayed options quotes, which include The Greeks, is here at the OIC - Options Industry Council. [9396]
- 2010-Sep-23: The Arms or TRIN short-term trading index. [9375]
- 2010-Sep-23: Can an ETF Collapse? looks at the strange world where an ETF has more shorts on it than there are shares. Might such an ETF implode someday? [9374]
- 2010-Aug-06: It looks like part of Dell's success was due to secret kickbacks from Intel to keep AMD out. [9341]
- 2010-Jul-14: So how badly has the stock market fared over the first decade of the 2000's? [9298]
- 2010-Jul-14: The Levy Distribution can take on shapes that resemble the returns on financial securities. [9294] [1]
- 2010-Jul-03: In the middle of a market correction on 6-May-2010 there was a tremendous spike down, initial reports were suggesting that a single miss-entered trade may have caused this event. Whatever the cause the noise from this is going to be heard around the markets of the world for some time. This event has become knows as the "Flash Crash" and is now thought to have been caused by delays in quote processing on the NYSE (see this analysis by Nanex, discussed here on Slashdot) perhaps intentionally caused by some party transmitting large numbers of quotes, very rapidly, in a sort of denial-of-service type attack. More discussion of this here [9108]
- 2010-Jun-30: Using ETFs to approximate the CAN SLIM investing strategy. So why isn't there a CAN SLIM ETF? [9262]
- 2010-Jun-25: A number of articles on volatility the VIX and VXX and options:
- Another look at volatility and the VIX
- A glitch in the VIX
- Understanding how implied volatility affects options traders
- How do you read the VIX?
- How closely does VXX track the VIX
- Predicting volatility with the VIX
- 2010-Jun-25: The $NYSI Summation Index as an indicator of corrections and bear market conditions. [9249]
- 2010-Jun-25: The PSY-FI BLOG takes a look at the murky waters where psychology and finance mix. [9245]
- 2010-Jun-11: An article about the mis-use of statistics in science (especially health science), this is discussed here on Slashdot. It finishes with a nice example of Bayesian statistics at work (which might be applicable to financial calculations like stock valuations). A long explanation of Bayes' Theorem and another example which includes the Monty Hall problem. Some more examples of using Bayes' Theorem: Making Sense with Numbers, Bayesian spam filtering, Naive Bayes classifier, Bayesian networks, A Brief Introduction to Graphical Models and Bayesian Networks and the Wikipedia article on Bayes' theorem. [9023] [1] [2]
- 2010-Jun-11: Predicting short term stock price movements through automated analysis of news. [9192]
- 2010-Jun-04: Factor analysis as used in the iTunes Genius algorithm might be useful in looking for financial trend correlations. [9166]
- 2010-Jun-03: A bubble index theory to predict stock market bubbles. [9160]
- 2010-May-27: More coverage on algorithmic high-frequency trading, this time making jobs for logicians. [9135]
- 2010-May-27: Put-Call parity and profiting from mispriced options. Another write up on this here that includes a few worked examples. Also discussed here, here and here. This article looks at the possibility that options prices may anticipate stock prices. [9079]
- 2010-May-02: The CBOE Put / Call Ratios current and historical quotes. Put call ratios are used for helping to quantify market tops and bottoms. There are a number of articles on this here:
- Trading the Put/Call Ratio
- QQQ Options Trading 101
- SPX Volatility Extinctions
- The Bust and the VIX
- Volatility Trading the QQQs 2
- Trading the Relative VIX
- Trading the Relative VIX 2
- 2010-Apr-22: The matplotlib Python graph plotting library has a financial chart plotting system, an example is here. [9088] [1]
- 2010-Apr-22: GGN is an income trust that is in the gold sector. [9086]
- 2010-Apr-21: An options straddle trade along with a protective hedge. [9078]
- 2010-Apr-07: How to identify market direction to improve your day trading. [9058]
- 2010-Mar-27: Direxion (with ETFs such as TNA) and now ProShares have a number of triple leveraged (3X) ETFs that track some of the major indexes (like the Russel 2000, Dow, NASDAQ and SP500). [9037]
- 2010-Mar-05: QuoteTracker is a charting package that is available in free and subscription versions (it has access to real-time data feeds). FreeStockCharts.com also is a charting package that runs in a web browser (requires SilverLight), this also has some real time quote feeds. [8991]
- 2010-Jan-08: Some articles on the Weibull distribution which can be used to model the probability of failure of devices. The significant difference between this and the normal distribution is that the Weibull is a one-sided curve, so all the events happen above a reference point rather than being distributed on either side of the reference point. This makes sense for things like time to failure given that a component cannot fail before it is put into use (well, if you include manufacturing defects and shipping issues it could...).
- Using Microsoft Excel for Weibull Analysis, by William Dorner, is a good hands-on introduction.
- The NIST Engineering Statistics Handbook has some useful pages on this here and here.
- Python's random module has a weibullvariate function
- The Wikipedia article on the Weibull distribution.
- The Wikipedia article on Generalized extreme value distributions (GEV) which includes the Weibull case.
- 2009-Dec-11: Micro financing of the third world, perhaps a good gift for the person who has everything? [8830]
- 2009-Dec-01: Bohemian Bankruptcy - A tragedy by Drag Queen, very well done. [8811]
- 2009-Nov-27: Pricing Asian options in Python and a second version with automatic numeric precision control. [8753]
- 2009-Nov-21: Some of the market pundits (such as Nouriel Roubini) are not doing very well calling against the 2009 bull market, while others like Thomas Lee (here and here) are getting the trend. [8777]
- 2009-Oct-20: A group of execs from IBM, Intel and the Galleon Group hedge fund have been arrested for insider trading. [8633]
- 2009-Aug-28: So IKEA is owned by a charity and uses this to effectively reduce its take rate to about 3.5%, sounds a bit like the game of shell companies that Commodore used bake in the 1980's. [8436]
- 2009-Jul-29: The curiously named thinkorswim online brokerage, is now a part of TD Waterhouse. [8346]
- 2009-Jul-29: Slashdot discusses the rise of computer-driven high frequency trading systems which might (in 2009) be accounting for on half of all stock market trades. [8345]
- 2009-Jun-15: The MoneyShow.com has a large collection of short videos on various investing topics. Certainly worth a look. Their top level browsing interface is not great, but if you search for some general topic (say "options") the search results include the short descriptions of each matching video which makes it easy to pick items of greater interest. [8141]
- 2009-Jun-03: More about quants. [8068]
- 2009-May-06: In My Manhattan Project: How I helped build the bomb that blew up Wall Street Michael Osinski talks about the software that was used to assemble sub-prime loans into tasty morsels that the market gorged on until it had a heart attack. Discussed here on Slashdot. [7950]
- 2009-May-04: The Gig is Up: Money, the Federal Reserve and You, a talk about the role of central banks. [7935]
- 2009-Apr-28: Slashdot discusses the Future of Financial Mathematics. Which has some links to articles about the flawed math behind the 2008 market crash, including Long-Term Capital Management and What Economic Crisis? [7911]
- 2009-Apr-27: Should credit be a public utility? Perhaps public credit should be limited to people who pay taxes? See the authors site. [7910]
- 2009-Mar-03: More on the formula that killed Wall Street, the so-called Gaussian copula function. [7671]
- 2009-Mar-01: The global economic crash and the role that computer models may have played. The code behind the Credit Default Swaps at the root of the financial crisis of 2008 has been made open source. [7359]
- 2009-Feb-18: A few more good articles on the world of high finance, including hedge funds and what is wrong with modern risk management. [7610]
- 2009-Jan-24: Slashdot discusses a GAO report on the 2008 bailout and how some firms are setting up in offshore tax havens. [7481]
- 2009-Jan-08: How Porsche put the short-squeeze on investors who sold-short VW stock. [7410]
- 2008-Nov-05: Wikipedia on moneyness a term used with options. [7155]
- 2008-Oct-26: The market melt down of fall 2008 could have been caused by "bad data" being fed into risk calculation programs. More on this as Alan Greenspan testifies about his role in this. [7082]
- 2008-Oct-17: Questrade allows you to hold US dollars in you Canadian RSP (RRSP) which allows you to reduce trading costs on US stocks (with ETrade there is about a 1.5% foreign exchange charge each time you buy or sell US stocks). They do still charge a flat $5 fee on any day that you make a US dollar trade, but if you are trading $1000 that amounts to 0.5% which is already less than ETrade will charge. [7038]
- 2008-Oct-17: Million Dollar Journey reviews Canadian Discount Brokerages. [7037]
- 2008-Oct-13: Could the stock market troubles of Sept and Oct 2008 be due to Wall Street geeks? [7012]
- 2008-Oct-05: Slashdot discusses Kleiner Perkins, a venture capital investment firm that has been investing in a number of green-technology companies. [6986] [1]
- 2008-Sep-19: Slashdot discusses FOSS software for trading the markets. [6880]
- 2008-Sep-18: StartupNorth is a site dedicated to information about startup companies in Canada. [6878]
- 2008-Sep-11: On 8-Sept-2008 Google's automatic news crawler dredged up an old article about United Airlines going bankrupt, this caused UAL's stock (UAUA) to drop from $12 to $3 and then rebound later to $10. Presumably these swings were in part caused by automatic trading systems. [6830] [1]
- 2008-Jun-06: Two Sigma Investments develops computer based trading systems. [6297]
- 2008-Jun-03: Google is starting to report stock prices in real-time, starting with the NASDAQ. [6270] [1]
- 2008-May-10: The article Options Pricing: A Simplified Approach presents a pretty clear description of the binomial model approach to options valuation. [6130]
- A Slashdot review of: The History of the Federal Reserve, by G. Edward Griffin, ISBN: 0912986212. [6129]
- The use of algorithms to drive business and financial decisions is discussed here. [6128]
- In Canada options and futures trading is done on the Montreal Exchange, they also have an educational site [6127]
- Foreign exchange rates from the Bank of Canada, includes the ability to download this in a CSV format [6126]
- The SEC is (finally) taking some steps to halt trading on spam driven stocks, I guess the spam bots will have to get a bit smarter and stop sending spam emails to SEC addresses... [6125]
- The iPod International Currency Index, this artical confirms something I have suspected since the 1980's, that the British Pound is way over valued. In my trips to England from Canada I have always observed that when in Britain I "spend pounds just like I spend dollars back in Canada", so a person living in Britain must earn far more dollars to have the same standard of living as a Canadian (or American). When relatives from Britain have come to visit they have the reverse impression, they are always amazed at how far their pounds go when spent in Canada. The classic example of this (though largely a tax artifact) is that the price of gasoline in the UK (in pounds) is the same as in Canada (in dollars) - and this has held true since about 1977! [6124]
- The Penny Stock Insider from peterleeds.com looks interesting [6123]
- Stock picking with computers [6122]
- How a sneaky bill cost investors billions, the US starts to outlaw online gambling (of course market theorists would argue that the markets should already have priced this into the affected stocks...) [6121]
- Here's why stock picking spam is so popular [6120]
- Algorithmic investing discussed on Slashdot [6119]
- Financial Numerical Recipes in C++, byt Bernt Arne Odegaard. Bits of this have been implemented in Python in the pyFinancials package, announced here. [6118]
- The Black-Scholes formula in many languages, including Python [6117]
- Some recommended books on qualitative finance [6116]
- The Concepts and Practice of Mathematical Finance, a book by Mark S. Joshi, ISBN 0521823552. [6115]
- Financial Engineering News website [6114]
- Historical options data is available from a number of sources, such as HistoricalOptionData.com [6113]
- The Greeks at Wikipedia [6112]
- Black-Scholes options pricing at Wikipedia [6111]
- Binomial Options Model at Wikipedia [6110]
- RFID Production will be growing greatly over the next few years as adoption of this technology is accelerating [6109]
- Could a world wide shortage of copper be near? [6108]
- Venture capital investing in open source, some observations about the kinds of applications they are interested in [6107]
- More on finding a Venture Capitalist [6106]
- Y Combinator, specializes in funding very early stage startup companies (mainly web and software) [6105]
- Running Money and Wall Street Meat, two books reviewed on Slashdot [6104]
- Using bloggs to dispense venture capital [6102]
- MineralSTOX.com [6101]
- TheStreet.com, probably the opposite extreme to the Motley Fool, has lots of "Cramer" [6100]
- The Motley Fool [6099]
- E Trade Canada [6098]
- ATB Financial [6097]
- Q Trade broker [6096]
- TD Waterhouse brokers [6095]
- The Dun & Bradstreet (D&B) website [6094]
- The MoneyTalks web site [6093]
- Mandelbrot suggests hunting for financial patterns. Mandelbrot died in October 2010 at age 85, he will certainly be remembered for the Mandelbrot Set, but he should also be remembered for questioning 20th century financial models. [6103] [1]