Quasi Barrier Options

Quasi barrier options are used to model how stock and option prices react to announced price floors and ceilings. There is surprisingly little literature about this, so I decided to take matters into my own hands and try to develop the options pricing formulas myself. Progress thus far https://en.wikipedia.org/wiki/User:Quasibarrier/sandbox#Problem_Setup Dealing with the put call parity… Continue reading Quasi Barrier Options

Slow News Cycle

15 Reasons Why Americans Think We’re Still in a Recession Some of this sounds like cry me a river. We have to come to terms that in America’s post-2008 hyper-meritocracy a lot of people will be left behind, and there’s nothing we can or should do about it . Stocks will keep going up with… Continue reading Slow News Cycle

Is the ‘Dark Enlightenment’ Already Here?

The Grey Enlightenment is a moderate, optimistic offshoot of the ‘Dark Enlightenment’. The differences are explained here. The Grey Enlightenment can be described as neoconservatism and minarchism meets social Darwinism and HBD. It appropriates ideas of supply side economics, monetarism, and free market capitalism with biological determinism and eugenics. The ‘Dark Enlightenment’, also known as… Continue reading Is the ‘Dark Enlightenment’ Already Here?

Biological Determinism Bull Market Rages On

Stocks keep going up, as the economy is fundamentally sound and biological determinism means that those who are cognitively unfit to participate in the post-2008 wealth creation boom have to watch from the sidelines, clinging to their erroneous beliefs that the economy is weak and the market is rigged. This belief gives the left false… Continue reading Biological Determinism Bull Market Rages On

Free Backtesting Website

A couple weeks ago came across this free cloud based backtesting service, https://www.quantopian.com Here’s a sample code of a portfolio which I’m running that is long 60% QQQ (large cap US tech), short 30% foreign markets and short 10% small caps: def initialize(context): set_symbol_lookup_date(‘2010-1-1’) context.stocks = symbols(‘qqq’, ‘veu’, ‘iwm’, ‘eem’, ‘iwm’) def handle_data(context, data): #… Continue reading Free Backtesting Website

Neil deGrasse Tyson and Philosophy

The left, including affirmative action’s own astrophysicist Neil deGrasse Tyson, dismisses philosophy as useless. In my post of most and least respected majors, I list philosophy as being useful, along with STEM. On the surface, philosophy may seem useless, or at least devoid of any practical applications. You cannot build a bridge with philosophy, nor… Continue reading Neil deGrasse Tyson and Philosophy