PrincessTenko’s delayed Stock transactions

Been getting questions about her transactions (pls post them on my blog as comments) Thought I’d clarify that the transaction section is delayed. This means that there is a lag between the time the trade occurred  and when it is printed, i.e. a few periods ago PrincessTenko dabbled in that stock. See her in action (and possibly here arch rival […]

Tools And Then More Tools

Recently started developing a stock screening system. I say system because unlike my spreadsheet based process this is a fully automated System. 1. Create the Asset Universe: Using criteria that I believe identifies performing stocks (statistically good assets exhibit for example trend / PE etc). The infrastructure that powers this is a perl scrapping tool + SQL […]

Black Scholes Merton and LTCM – Part 1

I have just watched BBC’s documentry about Black-Scholes (for the 10th time). Black Scholes (BBC) Every time I watch it i learn something new, mainly because each time my knowledge of the subject matter has significantly increased in between viewings. The formula below is the fundamental BS equation (solution a la Merton) My sister was […]