Saturday, April 9, 2011
As you may have noticed, I haven't been updating my blog for the past few months. I'm working on a few different projects related to finance and trading. One of those is a mobile app that many traders will probably want on their device! Make sure to subscribe to the feed if you want to know as soon as it's ready.
Sunday, March 7, 2010
It’s been quite a while since I last updated this blog. I’ve been busy programming BlackBerry applications for a personal project. I think the FAS and FAZ short strategy I explained a few months ago is due for a final update.
As expected, with lower volatility, the profit potential of this strategy decreased to almost nothing. for the past 6 months, the strategy performed a meagre 4.8% annualized. It’s time to put this one to sleep.
I intend to update this blog more often for the time to come. If you’re interested in specific subjects, let me know and I will look into writing an article about it.
Sunday, May 10, 2009
Image by cinderellasg via Flickr
A team of Spanish mathematicians, Bartolo Luque and Lucas Lacasa, found a new pattern in prime numbers that may have great repercussions in many fields such as cryptography and finance and fraud detection. The researchers found that the first digit distribution of prime numbers conforms to the Generalized Benford Law.
On a cryptography level, this may allow us to find big prime numbers faster or even help factoring prime number products; the basis of today’s cryptography.
Looking at the financial implications, the fraud detection properties can also apply to stock market analysis. As the team pointed out, naturally generated data will follow Benford’s law but randomly generated data or guessed data will not.
Sunday, April 26, 2009
It’s been a month since I posted my article about shorting both FAS and FAZ. I received many interesting comments and e-mails. The strategy has been working nicely but not as good as it has in the past. The short availability has been a problem in the morning: most of the time, my broker will not let me short either one of them. Waiting until noon usually shows enough shares available to short. Overall, the last 30 days produced a 3.6% gain including commissions.