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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!

Such a

Such a smooth equity curve... Such a dramatic collapse

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 development of automated trading on Wall Street, from Leinweber’s pioneer point of view. It’s an easy read and will grab quant traders’ interest.

Recommended: a good and relaxing read!

Recommended: a good and relaxing read!

That’s it for today, shutting the laptop off now…

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