# Laws of large numbers

This is the same as saying that at the limit, you know what the average is (based on infinite amount of observations, it is the expected value) with probability...

Read MoreThis is the same as saying that at the limit, you know what the average is (based on infinite amount of observations, it is the expected value) with probability...

Read MoreIt’s amazing to me how just a few short years ago people assumed the real estate market would never come back while now things are back to normal or...

Read MoreDeliberate practice–practice that is repeatable, hard, and has fast feedback (e.g. with a coach)–is needed to master any skill. There should also be at least one principle/mental model for...

Read MoreI missed out the 3 days of sleep deprivation. Clearly Matt has at least four cores dedicated to his mouth, with negligible latency. The taxi back to the airport...

Read MoreYet, the stock has increased 212.50% in value for an annualized return of about 36%. Some fun stats are shown below. Although the daily win rate is low, or...

Read MoreUS large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by Wikipedia on 2016 January 16) that still survive...

Read MoreThe mainstream headline is this: SEVEN straight months of record-high global temperatures. Roads are now melting in Mumbai. My iced-tea is melting here in New York. Regulatory super-powers save us. This world must...

Read MoreThis is from a talk I gave at r/finance 2016. I applied the above strategy using the 9 sector SPDRs and assuming 2bps roundtrip transaction cost. Looking at the...

Read MoreAmericans despise the Fed, but they’re also generally a bit confused as to why they distrust our central bank. ● Fueling Freedom: Exposing the Mad War on Energy By...

Read MoreAlthough the volume from technical chart traders is not that high, the limited short covering helped to propel the market higher. Momentum traders move size and won. Subscribe via...

Read MoreThe move higher earlier this week pushed many oscillators strongly overbought short-term. With such a small SPX decline on Thursday, it is still very overbought as measured by the 2-day...

Read MoreAt one point, Barry asks, “If I see a train coming down the tracks, don’t I want to jump out of the way?” Here is his response: “Absolutely you...

Read More“The average investor can build and manage multi-asset class portfolios to a degree that was once the exclusive province of institutions,” the financial planner wrote in Skating Where the...

Read More● US durable-goods orders jump in Apr due to planes | MarketWatch ● Orders for US Capital Goods Unexpectedly Fall for 3rd Month | Bloomberg ● Pending home sales...

Read MoreTail or extreme assets returns have been extensively studied. In his amazing paper: “Empirical properties of assets returns: stylized facts and statistical issues”, Rama Cont provides a framework on...

Read MoreCome on out and grab some beers with some other local investors in LA next week: SPRING MIXER: RIAS, FAMILY OFFICES AND WEALTH MANAGERS — BONUS SPEECH: THE FUTURE...

Read MoreManaging risk is one thing, but often times a change in strategy brings more, not less risk to a portfolio. Institutional investors in hedge funds are notorious for the...

Read MoreHere are the slides from our most recent webinar: Are Bonds in a Bubble? You can find a replay...

Read MoreThat brings me to the last point here—in the military, you’re trained to make snap decisions. You have to. Dawdling and delaying and contemplating every detail of your future...

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