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 […]