Hedging Risk: 5 Years Ago
Hedging Risk: 5 Years Ago It’s hard to believe it has been 5 years since the shotgun wedding era of …
Category Archives: Transparency
Alpha Omega Mathematica: The Pair Trade Tech Grows Up
This is a quick note to say, I am alive and well and not being held hostage in an exotic …
New Pair’s for Mod C Poll
Dear Reader, Please take the following poll. I am interested in your thoughts on these pairs. I have included the …
Paired Trade Watch List Backtest Results
Earlier today, while on Twitter I crowdsourced a list of “natural” pairs. That is, a list of stocks that are …
The Stock Comparison Scoring Engine
A Long/Short scoring engine is at the core of our model. I would love to call it proprietary, but it’s …
The Silence will Change
Dear Readers, I thought I would catch you up on the silence of late. This Macro Contrarian is in the …
SPX 50 points is the new 50 cents
The market has turned into a headless wonder, as it moves up or down by what used to be called …
Bearishly Optimistic
I have been on record as a bear since 2005-2006. It was during that period that I felt like the …
Mea Culpa
I was wrong. I made a mistake. I was the idiot on the internet who was wrong. I moved the …
