StockQuant Trading

Fragmented morning view

2009-12-15T09:43:00.001+01:00

47 floors of glass between me and a cloudy Frankfurt morning sky.

Corporate xmas

2009-12-14T12:31:00.001+01:00

Starting off the couple weeks gig at a german bank, exposed to the typical seasonal overdose of xmas decorations and people sneezing and coughing. I'll spare you the latter. ;)

Posted via email from Mein Kramladen

$GOOG navigation on Motorola Droid a hot feature

2009-11-09T15:00:00.001+01:00

The Droid also has Google Maps, but it’s Google Maps with Navigation – and it really, really rocks. It does nearly everything the iPhone Maps app does, with the addition of toggleable layers (show/hide traffic, satellite views, Wikipedia entries, and transit lines), support for Google’s Latitude location-sharing service and, most notably, completely free turn-by-turn voice navigation. You can also search for locations by voice, something we were surprised was absent when Apple added voice recognition to the iPhone.

via mobilecrunch.com

Watch below, $GRMN and TomTom. One $GOOG to rule them all..

Posted via web from w0nk0's posterous

Insider Buying: Charts

2009-10-24T15:26:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-10-22 23:07:01 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

GLUU 1.10 202K$ 2009-10-22 Dir. Nada,H.

GLUU 1.05 410K$ 2009-10-21 Dir. Nada,H.
MIND 6.88 54K$ 2009-10-21 Dir. BLUM,P.H.

Symbol Totals:

GLUU 1.07 624.000$ // MIND 6.88 54.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=GLUU,MIND Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: GLUU,MIND

See the full gallery on posterous

Posted via email from w0nk0's posterous

Financial crises and risk management

2009-10-06T00:03:00.001+02:00

Financial crises and risk management

author: Didier Sornette, Department of Management, Technology, and Economics, ETH Zurich

Description

The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as the failure of materials, earthquakes, global warming, demographic patterns, and financial crises. In this talk, Didier Sornette describes a simple, powerful, and general theory of how, why, and when stock markets crash. Most attempts to explain market failures seek to pinpoint triggering mechanisms that occur hours, days, or weeks before the collapse. Sornette proposes a radically different view: the underlying cause can be sought months and even years before the abrupt, catastrophic event in the build-up of cooperative speculation, into an accelerating rise of the market price, otherwise known as a "bubble." This view implies the possibility of predicting such events and Sornette will describe the current status of predictions that he and his collaborators have made for events in various markets.

Categories
Top: Science: Complexity Science
Top: Economics

3000) delay=3000; return delay; } //$('#current_slide').html(''); $(document).ready(function() { $('#current_slide').html(''); try { sync = syncs.next; setTime(0); } catch (e) {} }); /* ]]> */

via videolectures.net

"Why stock markets crash" is still one of my favorite trading books - excellent mathematical models AND excellent tradability.

Posted via web from w0nk0's posterous

Graphic on the findings of the the annual UN human development ... - Yahoo! News Photos

2009-10-06T00:01:00.001+02:00

Graphic on the findings of the the annual UN human development ...

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http://www.afp.com">
Mon Oct 5, 8:28 AM ET

Graphic on the findings of the the annual UN human development index. Norway took the number one spot but China has made the biggest strides in improving the well-being of its citizens.
(AFP/Graphic)

via news.yahoo.com

Posted via web from w0nk0's posterous

Penny Stock Alert :)

2009-09-22T10:14:00.001+02:00

Six month, 14 day and long term stock charts for CBIS:       Other Info for CBIS:
G News Mktw Profile Insider SEC G Profile GC

via backtesting.de

An old watchlist candidate of mine, Cannabis Science, is looking like it might be poised for a breakout move. Low liquidity is a serious concern here though, so hold back on the multi-million-dollar positions for now.. ;)

Posted via web from w0nk0's posterous

U.S. Existing Home Sales Data - ADJUSTED!

2009-08-31T00:47:00.001+02:00

Adjusting Existing Home Sales for actual prices

by w0nk0

$AIG and others recently caught huge bids on the notion that existing home sales data out of the NAR was very encouraging (good source: http://www.usinspect.com/blog/existing-home-sales-for-june). It was widely repeated that home sales were UP over a one year period for the first time in July 2009.

I had an inkling that these oh so encouraging numbers might be very skewed by the fact that the actual home VALUES have imploded over the same period. Today I have taken the time to compile the NRA data into a spreadsheet that would give me the actual DOLLAR VALUE of existing homes sold, which I find to be a way more insightful number.

As you can see from the charts attached, the unit sales were of course up when comparing July 2009 to July 2008, but in dollar terms, sales are still down a whopping eleven percent. Based on these numbers, sales havent reached the level of July 2008, but October 2008. What looks like a reversal of course in the "units sold" chart could just as well be a bounce in an ongoing downtrend in the $$ based chart.

(Data is monthly data scaled up to an annualizied projection based on single month data points. Data source: National Association of Realtors)

If you've been seeing an end of the housing slump in the widely available data - you'd better look beyond the optimistic numbers that all the talking heads like to repeat..

Posted via email from w0nk0's posterous

U.S. New Home Sales Data - Annual Figures

2009-08-30T23:43:00.001+02:00

..these are NOT adjusted for average price, so they are still underestimating the impact of the current crisis.

I'm working on filling in the most recent US Census Bureau monthly data, haven't figures out yet how I want to do that.

Posted via email from w0nk0's posterous

U.S. New Home Sales Data - Annual Figures

2009-08-30T23:39:00.001+02:00

..these are NOT adjusted for average price, so they are still underestimating the impact of the current crisis.

I'm working on filling in the most recent US Census Bureau monthly data, haven't figures out yet how I want to do that.

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-08-12T15:56:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-08-11 23:07:00 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

DHIL 55.00 55K$ 2009-08-11 Dir. MEUSE,D.R.
QDEL 14.98 30K$ 2009-08-11 Off. McLeod,S.M.
QDEL 14.98 30K$ 2009-08-11 Off. McLeod,S.M.

TYL 15.32 153K$ 2009-08-10 Off. WOMBLE,D.R.
TNC 27.34 88K$ 2009-08-10 Off. Eckert,A.J.
TNC 27.34 83K$ 2009-08-10 Off. Eckert,A.J.
INFN 7.66 77K$ 2009-08-10 Dir. HUNDT,R.E.
TNC 17.95 75K$ 2009-08-10 Off. Eckert,A.J.
TNC 20.82 75K$ 2009-08-10 Off. Eckert,A.J.
CLSN 3.71 56K$ 2009-08-10 Dir. LINK,M.
VRX 26.64 50K$ 2009-08-10 Dir. STEFANO,S.F.
DIGA 1.40 49K$ 2009-08-10 Off. Grillo,J.J.
FBP 4.03 40K$ 2009-08-10 Off. Odell,L.
HTBK 5.07 25K$ 2009-08-10 Dir. Conner,J.W.
UVSP 17.50 20K$ 2009-08-10 Dir. MININGER,H.R.

Symbol Totals:

TNC 24.99 333.000$ // TYL 15.32 153.000$ // INFN 7.66 77.000$ // QDEL 14.98 60.000$ // CLSN 3.71 56.000$ // DHIL 55.00 55.000$ // VRX 26.64 50.000$ // DIGA 1.40 49.000$ // FBP 4.03 40.000$ // HTBK 5.07 25.000$ // UVSP 17.50 20.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=TNC,TYL,INFN,QDEL,CLSN,DHIL,VRX,DIGA,FBP,HTBK,UVSP Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: TNC,TYL,INFN,QDEL,CLSN,DHIL,VRX,DIGA,FBP,HTBK,UVSP

See the full gallery on posterous

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-08-11T15:56:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-08-10 23:07:01 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

ISPH 4.50 40000K$ 2009-08-10 Dir. LEFF,J.S.
CAB 15.89 1729K$ 2009-08-10 Dir. MARK,R.
CAB 15.89 1729K$ 2009-08-10 Dir. MARK,R.
SYK 40.72 122K$ 2009-08-10 Dir. LANCE,H.L.
INFN 7.66 77K$ 2009-08-10 Dir. HUNDT,R.E.
LYV 6.07 50K$ 2009-08-10 Off. Rapino,M.
STAA 2.75 28K$ 2009-08-10 Dir. MEIER,R.A.
HTBK 5.07 25K$ 2009-08-10 Dir. Conner,J.W.
HTBK 5.00 25K$ 2009-08-10 Off. Parker,R.

Symbol Totals:

ISPH 4.50 40000.000$ // CAB 15.89 3458.000$ // SYK 40.72 122.000$ // INFN 7.66 77.000$ // HTBK 5.03 50.000$ // LYV 6.07 50.000$ // STAA 2.75 28.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=ISPH,CAB,SYK,INFN,HTBK,LYV,STAA Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: ISPH,CAB,SYK,INFN,HTBK,LYV,STAA

See the full gallery on posterous

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-08-07T15:56:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-08-06 23:07:01 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

GBX 10.30 172K$ 2009-08-06 Off. FURMAN,W.A.
GBX 10.30 172K$ 2009-08-06 Off. FURMAN,W.A.
PWAV 1.23 49K$ 2009-08-06 Dir. GEORGE,D.
PWAV 1.23 49K$ 2009-08-06 Dir. GEORGE,D.
HTBK 4.60 24K$ 2009-08-06 Off. Parker,R.
VIVO 21.68 22K$ 2009-08-06 Dir. Anderson,J.M.
MPB 15.00 21K$ 2009-08-06 Dir. Grubic,R.C.

C 3.41 3410K$ 2009-08-05 Off. MCQUADE,E.M.
HSP 38.90 39K$ 2009-08-05 Off. Werner,T.E.
EXAR 6.89 34K$ 2009-08-05 Off. Rodriguez,P.

MET 35.46 309K$ 2009-08-04 Dir. KELLY,A.F.J.
SYNA 25.58 205K$ 2009-08-04 Dir. SANQUINI,R.L.

Symbol Totals:

C 3.41 3410.000$ // GBX 10.26 417.000$ // MET 35.46 309.000$ // SYNA 25.58 205.000$ // PWAV 1.23 98.000$ // HSP 38.90 39.000$ // EXAR 6.89 34.000$ // EIM 12.32 25.000$ // HTBK 4.60 24.000$ // VIVO 21.68 22.000$ // MPB 15.00 21.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=C,GBX,MET,SYNA,PWAV,HSP,EXAR,EIM,HTBK,VIVO,MPB Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: C,GBX,MET,SYNA,PWAV,HSP,EXAR,EIM,HTBK,VIVO,MPB

See the full gallery on posterous

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-08-06T18:06:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-08-05 23:07:01 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

EXAR 6.85 75K$ 2009-08-05 Dir. MEYERS,G.
APH 32.99 66K$ 2009-08-05 Dir. Clark,S.L.
TRMA 4.40 44K$ 2009-08-05 Off. COMPOFELICE,J.S.
EXAR 6.89 34K$ 2009-08-05 Off. Rodriguez,P.

WOR 13.60 27K$ 2009-08-04 Dir. NELSON,C.A.J.

Symbol Totals:

EXAR 6.87 110.000$ // APH 32.99 66.000$ // TRMA 4.40 44.000$ // ISSI 3.20 32.000$ // WOR 13.60 27.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=EXAR,APH,TRMA,ISSI,WOR Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: EXAR,APH,TRMA,ISSI,WOR

See the full gallery on posterous

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-08-05T15:56:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-08-04 23:07:01 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

NVE 11.60 58K$ 2009-08-04 Off. YACKIRA,M.W.

CVA 17.00 255K$ 2009-08-03 Dir. HOLSTEN,J.M.
INET 7.19 36K$ 2009-08-03 Dir. GILMAN,K.B.
PXLW 1.70 25K$ 2009-08-03 Dir. Christensen,M.

Symbol Totals:

CVA 17.00 255.000$ // NVE 11.60 58.000$ // INET 7.19 36.000$ // LNUX 1.21 26.000$ // PXLW 1.70 25.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=CVA,NVE,INET,LNUX,PXLW Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: CVA,NVE,INET,LNUX,PXLW

See the full gallery on posterous

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-08-03T15:55:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-08-02 23:07:02 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

GAM 21.14 42K$ 2009-07-31 Dir. Neidich,D.

Symbol Totals:

GAM 21.14 42.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=GAM Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: GAM

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-07-31T15:55:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-07-30 23:07:01 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

CZFS 21.25 29K$ 2009-07-31 Dir. COOLIDGE,R.L.

GRNB 5.08 78K$ 2009-07-30 Off. ADAMS,J.E.

RAMR 0.33 33K$ 2009-07-29 Off. Endo,V.M.
OICO 5.25 20K$ 2009-07-29 Off. LANCASTER,J.B.
OICO 5.25 20K$ 2009-07-29 Off. LANCASTER,J.B.

MNOV 4.42 87K$ 2009-07-28 Off. Kalafer,M.E.
FWRD 21.60 76K$ 2009-07-28 Dir. PAXTON,G.L.
FWRD 21.54 43K$ 2009-07-28 Dir. PAXTON,G.L.
FWRD 21.50 43K$ 2009-07-28 Dir. PAXTON,G.L.
FWRD 21.59 30K$ 2009-07-28 Dir. PAXTON,G.L.
RAMR 0.30 26K$ 2009-07-28 Dir. Voldstad,C.P.
FWRD 21.44 21K$ 2009-07-28 Dir. PAXTON,G.L.

Symbol Totals:

FWRD 21.54 216.000$ // MNOV 4.47 102.000$ // GRNB 1.69 78.000$ // RAMR 0.31 75.000$ // CZFS 21.25 71.000$ // STFC 17.59 48.000$ // OICO 5.25 40.000$ // INDB 20.64 27.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=FWRD,MNOV,GRNB,RAMR,CZFS,STFC,OICO,INDB Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: FWRD,MNOV,GRNB,RAMR,CZFS,STFC,OICO,INDB

See the full gallery on posterous

Posted via email from w0nk0's posterous

Insider Buying: Charts

2009-07-30T15:55:00.001+02:00

Transactions above 20000.0 $, filed on or after 2009-07-29 23:07:01 sorted by date, dollars..

Symbol Price Amount Tx Date Persons

GAM 20.60 25K$ 2009-07-29 Dir. Neidich,D.

HEI, HEI.A 29.85 47K$ 2009-07-28 Dir. Hildebrandt,M.H.

Symbol Totals:

HEI, HEI.A 29.85 47.000$ // INDB 20.64 27.000$ // GAM 20.60 25.000$ //
Link to chart gallery: http://finviz.com/screener.ashx?v=320&ft=1&a=1&p=d&r=1&t=HEI, HEI.A,INDB,GAM Check out the latest insider transactions with charts at http://w0nk0.ath.cx !

Attached charts of symbols: HEI, HEI.A,INDB,GAM

See the full gallery on posterous

Posted via email from w0nk0's posterous

$GS - Government Sachs owns the FBI, too!

2009-07-10T19:02:00.001+02:00

My really brief primer on the Goldman Algorithm Theft

- some guy worked for GS as a VP and supervised algorithmic trading

- he left GS in June

- GS called the FBI they became aware he stole a program from them

- the FBI started surveillance on the former VP's house the NEXT DAY

- the FBI arrested the former VP TWO DAYS after the GS call

- the D.A. states that immediate action was necessary b/c the software could be used to "manipulate markets" if it came into the wrong hands

- no officials worried about how GS could use the software to manipulate markets

- no officials gave any explanation on why the FBI would act SO QUICKLY without having the time of even doing more than 24h of checking on GS's claims against their former VP

Hell, why not give Goldman Sachs executive powers right away? How about outsourcing the FBI to them right away?

I'm sure they could turn it into a very profitable organization! Someone pinch me, please.

W0nk0

Posted via email from w0nk0's posterous

Interview mit Radio Fritz zum automatischen Aktienhandel

2009-07-08T19:17:00.001+02:00

Click here to download:

interview.ogg (3030 KB)

Posted via email from Mein Kramladen

Reblogged from ABC / www.abc.net.au

2009-06-25T13:56:00.001+02:00

Click here to download:

Econo-prediction-AUS.htm (80 KB)

Posted via email from w0nk0's posterous

@lena_distractia ;)

2009-06-24T19:18:00.001+02:00

(729 KB)
Watch on posterous

Posted via email from w0nk0's posterous

Yes! Got a ticket for the big concert tonight at the Arena in Verona!

2009-06-06T17:56:00.001+02:00

..and obviously I am not the only one. Judging from the amount of black suits suddenly around, most of Italy's pop stars seem to be present already! ;)

If they allow me to bring my new camera in, you'll get some hopefully awesome HD footage tomorrow...

Posted via email from w0nk0's posterous

How can I leave tomorrow? This is SO beautiful!!

2009-06-05T23:06:00.001+02:00

Click here to download:

05062009033.mp4 (1601 KB)

Posted via email from w0nk0's posterous

A quasi-live snippet from Verona, concluding the first @TradersOnTheRun live reports

2009-06-05T21:06:00.001+02:00

Click here to download:

05062009027.mp4 (3486 KB)

This was taken with my Nokia phone cam and mailed in directly from the Verona Amphitheatre.

No rehearsing, no editing, no Intro - so not your usual finz.tv quality, but in return practically live at 9pm Verona time which is 3pm eastern.

(For clarification: This is only the last LIVE episode, not the last edited one. We will hit you with more footage taken during our trip when we are back to our respectivr headquarters..)

If anybody has special off-the-tourist-track tips for Verona, hit me on Twitter @w0nk0!

Thanks for watching and good trades,
W0nk0

Posted via email from w0nk0's posterous