Welcome to my online repository of research and insights on automated trading system development
This is more of a “Friday Silly” than a “Friday Funny” one… I recently came cross Dan Mirvish’s Hathaway Effect article. In it, the author presents his “discovery” of a hidden relationship between Anne Hathaway and the stock price of Warren Buffet’s Berkshire Hathaway: When Anne Hathaway makes headlines, the stock for Warren Buffett’s Berkshire-Hathaway [...]
Entries Tagged as 'Off-track'
Diversify to Manage Risk: a Lesson from Medieval Peruvian Farmers
March 4th, 2011 · 6 Comments · Off-track
I recently came across the story of how ancient Peruvian farmers used the concept of diversification in order to reduce their risks. I liked the comparison to trading diversification and I thought it would be a good subject for a quick “Friday post”. I was pointed to this story by a new interesting systematic trading [...]
England: a new Trend Following Wizard in town
October 22nd, 2010 · 3 Comments · Off-track
Time for another off-track/Friday Funny post today with some Trend Following Wizard “gossip”. John W. Henry has been in the news quite a lot recently, here in England. Nothing to do with Trend Following though. The focus was on his New England Sports Ventures (NESV) company purchasing historical soccer football club Liverpool F.C. – back [...]
Tags: john·John W Henry·liverpool
Au.Tra.Sy blog Summer Break
August 20th, 2010 · 1 Comment · Blog, Off-track
It’s nearly the end of the Summer and I hope you enjoyed a nice time. The blog will go on a short break until the end of August, while I (hopefully) enjoy some good weather in the French Cevennes and the English Lake District. In the mean time, I’ll leave you with a link to [...]
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A peek in "Wizard" Eckhardt's office…
July 16th, 2010 · No Comments · Off-track
A bit of a Friday Funny/entertainment post.. If you fancy taking an interactive stroll in the Chicago office of famous Trend Following Wizard, Bill Eckhardt who was also behind the Turtle Traders experiment, here are some pictures of its trading operation (Eckhardt Trading) in Chicago: To be honest, the office looks fairly standard for a [...]
Variance <> Risk
April 5th, 2010 · No Comments · Off-track
1 Picture = 1,000 Words Currently on Easter break… so a short post today, to illustrate a strong message: Variance Risk! Easter Break Reading Meanwhile, in the quietness of the English countryisde (Hampshire), I have been enjoying and reading the excellent and entertaining (surprisingly funny) Nerds on Wall Street. The book covers the history and [...]
