Browsing All Posts published on »January, 2011«

Covered Call: Apple, after opening gap down

January 18, 2011 by

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Working through a covered call example I document a covered call trade I’d make (in real time).  It requires $34K, and that would be too much of my portfolio to risk at once.  But it illustrates a great opportunity. Advertisements

Pairs Trade: Apple and PSQ

January 17, 2011 by

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AAPL Will Drop on Tuesday I was saddened to learn that Steve Jobs is taking another medical leave. However, this provides an investing opportunity — in particular a pairs trade.  I’ll enter this trade on Tuesday January 18th, and you can follow the progress right here!

Tech Brief: RAID for Number Crunchers

January 16, 2011 by

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Disk access is a big bottleneck for the kinds of number crunching we do at Lucena Research. And in order to optimize our hardware setup I’ve been spending a lot of time researching RAID.  Here’s what you need to know. (see a more recent post about RAID with performance results for Ubuntu Linux).

Warren Buffet and the “Fundamental Law”

January 15, 2011 by

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Diversification “Wide diversification is only required when investors do not understand what they are doing.”  — Warren Buffet Bufffet’s quote seems to contradict quantitative investment approaches: Quant funds often diversify across hundreds or thousands of positions.  Do quant funds know what they are doing?

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