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Blog Post: FINalternatives: CTA Pardo Launches 2 Managed Futures Programs

March 7, 2012 by MoneyScience   Comments (0)

Chicago-based commodity trading advisor Pardo Capital has launched two new managed futures programs based on its flagship XT99 Diversified trading program.read more...

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Blog Post: TimingLogic: The Manipulation Of Home Depot's Stock

March 7, 2012 by MoneyScience   Comments (0)

Home Depot is one of the most interesting large cap stocks over the last six months or so. This tight regression band of price is clearly a sign of quantitative finance or algorithmic trading. Because there is no single point of information, we really don't know exactly what is going on with the stock. Have a handful of hedge funds teamed up to manipulate the stock as stock pools did going into 1929? Is it some other dynamic? Who knows. But, it's similar to the manipulation of Apple and...

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Blog Post: ThreeToedSloth: Multivariate Distributions (Advanced Data Analysis from an Elementary Point of View)

March 7, 2012 by MoneyScience   Comments (0)

Reminders about multivariate distributions. The multivariate Gaussian distribution: definition, relation to the univariate or scalar Gaussian distribution; effect of linear transformations on the parameters; plotting probability density contours in two dimensions; using eigenvalues and eigenvectors to understand the geometry of multivariate Gaussians; conditional distributions in multivariate Gaussians and linear regression; computational aspects, specifically in R. General methods for...

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Blog Post: Pertrac: Bringing Daily Data (and the Cloud) to PerTrac Analytics

March 7, 2012 by MoneyScience   Comments (0)

We are excited to announce the latest release of PerTrac Analytics (7.2.2) which includes a greatly enhanced, cloud-based data distribution process for our clients. The initial catalyst for this change was multiple client requests for daily mutual fund performance  data feeds.  As anyone involved in the analytics space knows, the demands placed on analytical systems by daily data are more than 20x greater than monthly data.  Daily database files are extremely large and require new processes...