Posts filed under “Quantitative”

Visualizing Data

My friend  Paul has a chart from BP’s data, Visualizing Global Oil Markets: 1965-2007 (not my favorite chart porn in the world).

Lately, I have been greatly enjoying the way numbers are depicted in a visual context, vis Visualizing Data. The site tends towards an eclectic depiction of data, which provides different ways of thinking about numbers, modeling, and the world.

I find it to be a fascinating exercise. This approach has very much colored how I approach and contextualize data. Some recent examples from the site:

Explore Your Tags and Bookmarks 

Themail splits your emails into keywords and phrases:

17 Ways to Visualize the Twitter Universe

Enron Email Connections

Personal Visualization for the Obsessive Compulsive (to understand OCD, this is an inventory of every distinguishable object in a bedroom – books, DVDs, CDs, documents, storage bin)

And my favorite: Area Codes in Which Ludacris Claims to Have Hoes

Fun stuff!

Category: Mathematics, Quantitative, Technical Analysis

Half Empty? No Such Thing!

Category: Data Analysis, Psychology, Quantitative

The Recession Buy Indicator

Category: Contrary Indicators, Economy, Investing, Markets, Psychology, Quantitative

Fusion IQ Podcast

Category: Podcast, Quantitative, Weblogs

Global Warming Denialists: We Suck at Math Also!

Category: Politics, Quantitative, Science, Technical Analysis

Barrons Review: Is the Magic back at Disney?

Category: Contrary Indicators, Corporate Management, Financial Press, Quantitative, Technical Analysis, Valuation

Three of the Nasdaq Four Horseman Are Limping

Apple (AAPL), Google (GOOG) and Baidu (BIDU) — three of the NASDAQ FOUR HORSEMAN – have been coming up gimpy since their FusionIQ timing sell signals (triggered at much higher levels several weeks ago).

These stocks have fallen precipitously since those Sells.

Only Research in Motion (RIMM) — which gapped open strongly yesterday — acts well. The other three horsemen stocks have clearly broken their uptrends, and are in the process of being repriced. We point this out because trading highly volatile names like these can be dangerous especially if one doesn’t have a Sell Discipline.

Unbiased, indicator-driven trading signals can help make you a better investor. Whether its based on technicals, fundamentals, valuation or quantitative research, having a non-emotional layer to your investing/trading plan is always helpful. 

I am biased towards our signals (FusionIQ), but any objective timing method that would have gotten you out of the way in these 3 names weeks ago is a good thing — you would have avoided a lot of pain.


Four Horseman of Nasdaq

note: Sell Signals are indicated with a red "S"

 Apple (AAPL) 

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Category: Markets, Quantitative, Technical Analysis, Trading

AIG: Don’t Try to Catch the Falling Knife

Category: Derivatives, Quantitative, Technical Analysis, Valuation

The Flawed Fed Valuation Model

There are lots of things that investors believe which I find perplexing. The Superbowl indicator is one, but the oddest to me is the so-called Fed Model, also known as the IBES Valuation Model. It is not that the Fed model is so terribly wrong — it has been both right and wrong over the…Read More

Category: Data Analysis, Earnings, Fixed Income/Interest Rates, Quantitative, Valuation

Fun With Data Analysis: The Art of the Plausible

Category: Apprenticed Investor, Data Analysis, Markets, Mathematics, Quantitative