One of the simplest options strategies is known as the covered call. For this strategy, an investor who already owns a stock elects to sell (or write) an option contract to surrender that stock at a specified price (known as the strike) at some poin...

One of the simplest options strategies is known as the covered call. For this strategy, an investor who already owns a stock elects to sell (or write) an option contract to surrender that stock at a specified price (known as the strike) at some poin...

This article introduces the data_algebra project: a data processing tool family available in R and Python. These tools are designed to transform data either in-memory or on remote databases. In particular we will discuss the Python implementation (also called data_algebra) and its relation to the mature R implementations (...

Only three months ago, market pundits were getting lathered up about the potential for an inverted yield curve. We discussed that in our post Fed up. But a lot has changed since then. One oft-used measure of the yield curve, the time spread (10-yea...

Only three months ago, market pundits were getting lathered up about the potential for an inverted yield curve. We discussed that in our post Fed up. But a lot has changed since then. One oft-used measure of the yield curve, the time spread (10-yea...

When we were testing random correlations and weighthings in our last post on diversification, we discovered that randomizing correlations often increased portfolio risk. Then, when we randomized stock weightings on top of our random correlations, we...

When we were testing random correlations and weighthings in our last post on diversification, we discovered that randomizing correlations often increased portfolio risk. Then, when we randomized stock weightings on top of our random correlations, we...

Don’t hold your breath. We’re taking a break from our deep dive into diversification. We know how you couldn’t wait for the next installment. But we thought we should revisit our previous post on investing strategies to mix things up a bit. Recall w...

Don’t hold your breath. We’re taking a break from our deep dive into diversification. We know how you couldn’t wait for the next installment. But we thought we should revisit our previous post on investing strategies to mix things up a bit. Recall w...