Wednesday, November 26, 2008

What I'm Researching...


CodeProject: Optimizing a Function of One Variable.

Posted: 26 Nov 2008 12:31 AM CST

find the minimum or maximum over an interval. nice.

The Sweave Homepage

Posted: 26 Nov 2008 12:27 AM CST

contains manual and faq. this tool allows dynamic reporting via sweave & R language. can generate latex docs which can gen to pdf or even html via R's R2HTML function.

TeXnicCenter

Posted: 26 Nov 2008 12:24 AM CST

interesting open source latex editor to check out.

Sweave: First steps toward reproducible analyses

Posted: 26 Nov 2008 12:23 AM CST

embed R code via sweave to generate latex document containing results. awesome! must use this for my next presentation paper.

Moving data between R, Excel, and the Windows clipboard

Posted: 26 Nov 2008 12:19 AM CST

nice summary of writeClipboard, readClipboard, and scan, read.table, and write.table functions.

How to write parallel programs (pdf)

Posted: 25 Nov 2008 12:06 AM CST

Nice intro to parallel programming. Need to spend more time with this paper.

R/S-PLUS Fundamentals and Programming Techniques (pdf)

Posted: 24 Nov 2008 11:58 PM CST

nice coverage of programming in R language. From reading data, plotting data, managing code, logging analysis, and bootstrapping.

Friday, November 14, 2008

What I'm Researching...


Jim Barry's Rexx Tutor Part2

Posted: 13 Nov 2008 01:00 PM CST

great summaries on the classic rexx functions.

Project Aardvark

Posted: 13 Nov 2008 12:53 PM CST

Joel on Software's Real World. A must see!

Reading List: Fog Creek Software Management Training Program - Joel on Software

Posted: 13 Nov 2008 12:50 PM CST

great reading list!

In Python how do I sort a list of dictionaries by values of the dictionary? - Stack Overflow

Posted: 09 Nov 2008 09:29 PM CST

nice efficient sorting of values in a python dictionary.

AT&T Labs Research - Yoix / YWAIT

Posted: 07 Nov 2008 07:36 AM CST

Interesting way to build a web application. Wonder how complex this would be to use versus traditional web-based systems (LAMP)? This may be easier to deploy if the goal of the software is simulation/visualizations. Something to toy with.

AT&T Labs Research - Yoix / Byzgraf

Posted: 07 Nov 2008 07:33 AM CST

Another great looking toolset using Yoix that enables plotting functions: line, bar, histograms, etc.

AT&T Labs Research - Yoix / YDAT

Posted: 07 Nov 2008 07:32 AM CST

Extremely cool visualization toolset from AT&T Labs Research. Handles graphviz files.

Tuesday, November 11, 2008

Portfolio Performance for October 2008

Drawdown city. Stay in this game long enough and you'll encounter months like September/October. In fact, they happen so infrequently...it's almost like recalling a memorable storm from years back. I still remember the panic my mom went into whenever there was a hurricane in the Gulf. She'd stock up on food, plot the hurricane on those maps the National Hurricane Center would give out, and fret, fret, fret. 99% of those hurricanes would peter out, stall, or miss us entirely. But, she still remembered living through the devastation of Hurricane Carla...and felt the fear every summer 30+ years later.

The human mind is a funny, funny thing...behaving binary with pain. If you've never experienced the pain of a hurricane, snowstorm, loss of a loved one, or the falling knife of the market...you're set to 0. You operate without fear. But, once you experience the pain...you're set to 1. And everything you do from that point forward is now based off that pain. Based off that switch.

And that switch is a bugger to reset. Most people can't do it. The instant the pain hits they begin tweaking their life as if the odds of experiencing that pain again has increased to a 100% certainty. Funny part is...
  • the odds of experiencing the pain hasn't increased
  • all those tweaks won't do a damn thing to prevent future pain.
Smart people get stuck in this trap...a lot!

What's my point? Invest in the market knowing the worst will happen. The foundation of your investment strategy should be able to withstand the storm. If you're busy tweaking your strategy right now in an attempt to avoid the next storm, trying to pick and choose your investment spots, thinking all the work you're doing will sidestep the next storm because you figured out how to handle this storm...then your bit is set to 1. And this cowboy quote likely fits:
Timing has a lot to do with the outcome of a rain dance.
And with that the performance charts for the month of October 2008.






We're experiencing a fairly hefty drawdown as is the market. I've received several exit signals over the past 2 months. At one of the highest level of cash since investing in the market. And doing nothing but patiently waiting out the storm.

That, and preparing for a cold Missouri winter.

Later Trades,

MT

Friday, November 07, 2008

What I'm Researching...


Overview of RAMFS and TMPFS on Linux

Posted: 06 Nov 2008 11:02 PM CST

Map your memory as a drive? Wonder how this would work if you built a linux server with 32gb memory and mapped at least half that dedicated for simulations? How much faster would this be versus traditional disk-based sims?

Replacing multiple occurrences in nested arrays - Stack Overflow

Posted: 06 Nov 2008 10:58 PM CST

will this work in updating a dictionary of prices? if you have a dictionary of portfolio positions with values being python lists...would this be a good solution in updating the closing price of the stock (one of the items in the list)?