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LargeCapLinks | Because you're bored
September 11, 2016. You’re looking at one loss that can give you a hit of $400 million, and annual market premium is $750 million. One loss that burns more than 50% of the annual income for the entire market. Monitoring Trader’s Emotions. September 1, 2016. Http:/ www.bloomberg.com/news/articles/2016-09-01/wall-street-s-next-frontier-is-hacking-into-emotions-of-traders. Legal Insider Trading Biotech. August 10, 2016. Https:/ www.statnews.com/2016/08/08/insider-trading-biotech/. August 4, 2016. I think it...
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Largecaptrader – Thoughts on Volatility, Trading, & Markets
Thoughts on Volatility, Trading, and Markets. January 11, 2017. 2016 Year in Review. August 22, 2016. PyFolio Performance Reporting in Python. Pyfolio is a Python library that takes a return series of an asset, hedge fund, trading strategy, anything with daily returns and automatically generates some really cool statistics and charts. There is a LOT of cool stuff to explore in the library, have fun! August 18, 2016. August 8, 2016. Dashboard for Historical SPX Butterfly Prices. May 22, 2016. May 16, 2016.
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US Stock and Volatility Trading. Book Review: Thinking in Systems. Bull;October 14, 2015 • Leave a Comment. Thinking in Systems by Meadows and Wright. Was recommended by Patrick O’Shaughnessy at his blog. I also think his father’s book, “What Works on Wall Street”. Is an excellent quantitative reference for longer term investment models. 8220;Look beyond players to the rules of the Game”. Purpose of a system is deduced by long term behavior and not from rhetoric and is the least obvious. The book has exa...