A few days ago someone allegedly paid $1.3 million for a rock. It’s not even a real rock, or a picture of a real rock. And the underlying rock contract doesn’t even follow the NFT standard, as that was established in 2018, after this contract was deployed. But it’s not about the rock, and we’re… Continue reading It’s not about the rock
Apparently, according to the internet, the first rule of stealth mode is not to be that stealthy.. I don’t know, didn’t know, nor cared too much about that. For the last 2-3 years I’ve been working a lot in complete secrecy on a quantitative trading strategy. Only a few close friends and some family knew… Continue reading The First Rule of Stealth Mode Is..
A few days back I was browsing my tweets when I ran across this one from @news.yc: “How I made $500k with machine learning and high frequency trading” (link to actual post here, link to news.yc discussions here) “Oh, this might be interesting”, I though to myself. So I clicked the link and started reading..… Continue reading Re: “How I made $500k with machine learning and HFT (high frequency trading)”
Some time ago I posted about the topic of my dissertation. There were some interest in getting access to the report when it was completed, and I’m glad to say that it’s finally done. So if you want to go straight to the details, here’s the link: The profitability of technical analysis in a high frequency… Continue reading Technical analysis and its dependency on volatility, the report
This blog post taps into some of the theories outlined by behavioral finance. Specifically I’m going to look at research done on what is called overconfidence. Overconfidence among investors can manifest itself in many ways. One of these forms is excessive optimism (or pessimism) with regards to beliefs in future outcome. Carleton, Chen, and Steiner… Continue reading Excessive Optimism and Analyst Recommendations