Monday, February 28, 2011

Page, Diversity and Complexity

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As long-time readers of this blog know, I’m a big fan of Scott E. Page’s work. Some time back I devoted two posts, imaginatively labeled par...
Saturday, February 26, 2011

Rachev et al., Financial Models with Lévy Processes and Volatility Clustering

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My quant skills aren’t up to reviewing this book, but I thought I should bring it to the attention of my more math-savvy readers. The core...
Friday, February 25, 2011

Leibovit, The Trader’s Book of Volume

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Mark Leibovit believes that volume analysis is “the closest thing we have to a real working ‘crystal ball’” in the markets. (pp. 425-26) In ...
Thursday, February 24, 2011

Given, No-Hype Options Trading

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For the options spread trader, especially the non-directional trader, who is looking for strategies and trade management ideas No-Hype Optio...
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Wednesday, February 23, 2011

Rosenbloom, The Complete Trading Course

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Corey Rosenbloom’s The Complete Trading Course: Price Patterns, Strategies, Setups, and Execution Tactics (Wiley, 2011) is an excellent int...
Tuesday, February 22, 2011

Ward, High Performance Trading

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Last week Steve Ward was the guest presenter in Linda Raschke’s winter lecture series. The webinar is archived on the home page of the LBR G...
Monday, February 21, 2011

Watson: a death knell for discretionary traders?

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Watson was a resounding success. I wouldn't want to trade against "him" or his money machine successors. I suspect we ain'...