Who’s covered

August 30, 2019 | OSM

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...
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Introducing data_algebra

August 26, 2019 | John Mount

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 (...
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Eliminating Tail Calls in Python Using Exceptions

August 23, 2019 | John Mount

I was working through Kyle Miller‘s excellent note: “Tail call recursion in Python”, and decided to experiment with variations of the techniques. The idea is: one may want to eliminate use of the Python language call-stack in the case of a “tail calls” (a function call where the result ... [...Read more...]

Tens and twos

August 16, 2019 | OSM

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...
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Tens and twos

August 16, 2019 | OSM

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...
[...Read more...]

A weighty matter

August 9, 2019 | OSM

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...
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A weighty matter

August 9, 2019 | OSM

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...
[...Read more...]

My strategy beats yours!

August 2, 2019 | OSM

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...
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My strategy beats yours!

August 2, 2019 | OSM

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...
[...Read more...]

Back to diversification

July 26, 2019 | OSM

In our last post, we took a detour into the wilds of correlation and returned with the following takeaways: Adding assets that are not perfectly positively correlated to an existing portfolio tends to lower overall risk in many cases. The decline i...
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