Blog
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JP Morgan, VaR, and my Parking Ticket: or VaR for the Rest of Us
Value at Risk has been all over the news lately in the wake of JP Morgan’s huge trading loss, but…
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Rosetta Genomics and Expecting the Unexpected
Yesterday morning biotech stock Rosetta Genomics leaped 74% in less than two hours. At times like this that we like…
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Corn Volatility Explodes
Grain prices often react strongly to macro events like crop and weather reports. What happens when you combine the two?…
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A Word to the Wise
The news has been pretty repetitive this week – how many times can you say that Europe is screwed and…
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Gensler’s Swap Comments Hold Further Significance
CFTC chairman Gary Gensler’s testimony for the Senate Banking Committee focused on the swaps regulation debate, but his comments could…
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Newsletter: Follow That Trend
This week’s newsletter is out, and following last week’s call to consider managed futures in light of global economic tensions…
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Financial Media Encouraging the Returns Chase?
We often chastise investors for chasing returns, but a recent article ranking hedge funds reminds us that the financial media…
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Facebook Fever?
It’s day two of Facebook fever – and the stock has already seen its first big drop. It is still…
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Weekend Reads
Facebook’s IPO faces off with the “HFT Tractor Beam,” we try to survive NATO, and US 10-year notes set a…

