Bill Rempel, a.k.a. NO DooDahs!

Trading, Investing, Politics, Whatever

Entries for March, 2008

What I’m Reading

Chris Perruna made me one of his Weekend Must Read Links 3-21-08, and I got a lot of hits off of it. Thanks! There’s a few other good articles on that list, so it’s worth visiting in its own right …
Brett Steenbarger with Control Your Brain by Controlling Your Risk. I […]

Taking Stock of the War On Terror

Interesting article by Mark Danner; Tom Engelhardt makes some opening remarks leading into it.
“Transforming the Middle East,” in Condoleezza Rice’s words, “is the only guarantee that it will no longer produce ideologies of hatred that lead men to fly airplanes into buildings in New York and Washington.”
The latter perception – that terrorism as […]

TRPITS Reloaded

TRPITS stands for “Turning a Research Paper Into a Trading System.” When I published Part V last month at MarketThoughts, it was available to subscribers only. Now that it’s over a month old, it’s free, and y’all should go read it! I take the research paper by Andrew W. Lo and Pankaj […]

On CAPM and Black-Scholes

Interesting paper by Joseph L. McCauley and Gemunu H. Gunaratne (PDF) out of Houston.
Abstract
In their path-finding 1973 paper Black and Scholes presented two separate derivations of their famous option pricing partial differential equation (pde). The second derivation was from the standpoint that was Black’s original motivation, namely, the capital asset pricing model […]

More on the Business of Blogging

Nice rant from TechCrunch about bloggers raising money.
Recent post on a possible Seeking Alpha acquisition. This particular dude’s speculation was that the price would be around 4x revenues, roughly the same as TSCM is valued. I might think SA would command a higher multiple, since TSCM pays at least some of their content […]