Dancing with the Trend July 18, 2017 at 08:39 AM
I will attempt to show that high sigma is a much more frequent event than modern finance thinks it is. A few examples using the Dow Industrials back to 1885 on a daily basis are shown... Read More
Dancing with the Trend July 12, 2017 at 08:24 AM
Periodically I write an article that reviews the past few months of articles. Why on Earth would I do this? Primarily for two reasons. One is that many new readers are involved and often they do not go back and look at the past articles... Read More
Dancing with the Trend July 05, 2017 at 10:07 AM
After 20 years in the money management business I saw these mistakes all too often. Fortunately, this time, I’m not reciting the mistakes I have made in the past. I certainly made some, but not these. I’ll share those another time... Read More