LINK | COMMENTS |
about these TUTORIALS | Just some explanatory notes ... |
the spreadsheets | Where you can find them ... |
Ichimoku | Ichi-who? |
Mortgages | in Lower Slobbovia |
MIRR | That's IRR, fiddled. |
IRR | ... revisited |
from Open to High | How High, eh? |
Flight Levels | Calculating altitude from air pressure |
the Blake Ritual | Price Persistence, eh? |
Bit Torrent | Huh? |
Drops: Close to Open | Then what? |
Stock Tracking | Watch prices changes |
Darvas boxes | ... or gummy boxes? |
Back to the Future | Comparing to the past |
Pillow Stock | Put your $$ under a pillow (?) |
Monthly Returns | How'd they go? |
Mutual Funds | Canadian, eh? |
OLED | Organic LEDs |
Milankovitch | ... and his cycles. |
a Time Machine | Huh? |
VDX | Remember this guy? |
moving CAGR | How they change, eh? |
Earthquakes | How to measure 'em |
BIG gains? | When were they? |
Searching for stock patterns | Find your favourite! |
Stock down, then up, then ... | ... time to buy? |
January predicts | ... maybe |
Jensen's alpha | Best (?) performers |
Avatar | ... the movie |
A stock screener | ... sorta |
Computers | What I larned |
S&P500 | Average daily volume (?) |
Fund Data | Download interesting stuff |
Investors ... | ... how do they think? |
Stock Indexes | yet another one (or two?) |
Photons | Huh? |
Halloween | Scary ... or what? |
Irrationality | ... in decision-making |
Lithium | Huh? |
Monthly returns | Distributed ... how? |
Central Limit Theorem | A classy result! |
Levy | Another distribution. |
a Coal Index | Make your own Index |
Guess! | Guess the stock price. |
Stocks & Ellipses | Interesting containment, eh? |
Correlation between 2 stocks | Useful ... maybe? |
Buying Strategies | Invent your own! |
Percentages | Huh? |
Gain-Loss Spread | Another risk measure |
Candlestick Combos | Find 'em! |
a coin flippin strategy | Buy on Heads, Sell on Tails |
Following the Trend | a Buy & Sell ritual |
Which Price to use? | Open? Close? (1/3)Open + (2/3)Close? |
Another candlestick | a la Heikin-Ashi |
Poker Odds | Texas Hold'em, eh? |
Standard Error(s) | Trying to understand the K-Ratio |
CORDIC stuff | How do computers calculate? |
some Calculators | How long to double? Triple? |
the High/Low Oscillator | ... fiddled. |
a Quiz | to see if'n you been listening. |
Dividends | ... historical. |
Musings | (Brought on by old age?) |
Exchange Rate | ... historical. |
200-day MA | Simplest Moving Average |
Turtle Trading | What is it? |
DOW futures | What are they? |
Smile! | Do volatilities smile? |
Volatilities | ... for 30 stocks (or more). |
Selling Calls | Covered ... and out-of-the-money |
Go to sleep | ... and wake up to a profit. |
Financial meltdown | ... and what to buy? |
Portfolio Evolution | Random and Actual: compared |
Missing the best days | ... or the worst |
Buy & Sell | Do it yourself calculations |
Option things | Necessary CAGR to make money? |
Safe Withdrawal Rates | Quick & Dirty |
Stock Attractor | regression line as a magnet |
More on Correlations | Correlation Babel ... |
Market Musings | a look at the past (and future?) |
Candlesticks and Crashes | Can you find a pattern? |
Mkt Crashes | ... a la Sornette |
gEMA Moving Average | Another moving average ??? |
Monte Carlo | ... while you're investing |
Gains & Losses | The bestest and worstest. |
the DOW vs the World | Does the DOW influence world markets? |
a Duffing oscillator | Market waves ... and chaos. |
Other Moving Averages | There are jillions of 'em !! |
Bonds? Stocks? | Take your pick. |
Predicting next month | Is there a "best" predictor? |
Path Volatility | Different route, different volatility |
the Chaikin Oscillator | ... and Volume Flows |
India Stocks | ... an attempt to download from BSE or NSE. |
ETFs | ... and their Net Asset Value |
Wavelets | Build a time series with wavelets |
penny Stocks | They can be fun!! |
DSO | Daily Stock Oscillation |
Predicting Highs & Lows | The search for "cousins" |
DSA#2 | yet another Daily Stock Activity |
Technical Analysis | ... a few TA things, charted. |
Historically Compare | ... then predict the future. |
ACB | an Adjusted Cost Base calculator |
Download | Open, High, Low & Closing prices |
ADX | Average Directional Movement thing |
CAGR & Drawdown | Is there a relationship? |
CAGR & Volatility | Is there a relationship? |
Correlations, correlations ... | Which one to use? |
DSA | Daily Stock Activity (?) |
Buy & Sell | a Strategy that (sometimes) works |
Volatility Pumping | ... to Beat the Market, eh? |
Portfolio Contests | This is great fun! |
Rent? | ... or keep the house? |
Risk, eh? | What is this thing called "Risk"?? |
Drawdown | It was worser in the past |
Historical Comparison | Does the present look like the past? |
Rebalancing | Yes or No? |
Return on Investments | IRR or XIRR or what? |
a Modified Bollinger | Bollinger Bands revisited |
Money Management | How much to Buy ... or Sell? |
Donchian Channels | Identifying UP- and DOWN-trends |
the Ulcer Index | An ulcer-generating risk measure |
Market Crashes | Can they be predicted? |
Fed Rates | ... and the probability of a change |
Expense Tracker | ... might be a handy spreadsheet (?) |
Multiple Downloads | Download a bunch of stock prices |
the Stock and the Pillow | What allocation Pillow? |
gDOW | another DOW Index |
Black Swans | Huh? |
DMA | Displaced Moving Average |
Sectors | a la Fidelity |
Kalman filter | linear estimation |
Asset volatility | Good or Bad? |
Stock Talk | Listen to stock info. |
Contour plots | courtesy of FundTalker |
Return Data | ... to play with. |
Backtesting | A neato spreadsheet! |
a bug? | ... in XIRR |
Buy or Rent? | Take your pick! |
downsideBeta | downside Who? |
Regression stuff | Can you trust historical data? |
R-squared | ... and causal relationships. |
Portfolio Tracker | A simple tracker. |
Sister Stocks | Try to find 'em ! |
Correlations? | between Prices or Returns? |
ATP | All Time Periods |
Stock Charts | Stock Charts: a collection |
Drawdown | ... as a measure of risk. |
Short Interest | Pretty selling-short pictures |
Stochastic Dominance | What is it? |
Serial Correlation | ... and Monte Carlo |
Capital Gains & Dividends | Tax considerations |
Multiple download | Make your own calculations! |
Ito & Options | What's a Call option worth ... in the future |
Trade Log | Keep track of your trades |
g-Risk | Another kind of "risk" |
maxima | ... for tougher Math !! |
eigenMath | Let it do your Math !! |
Your Portfolio | ... versus an Index. |
Five year analysis | Best days? Best months? |
Correlations | ... between 30 stocks. |
What Returns? | There are SO many of 'em ! |
Net Present Value | What is it? |
Multiple Returns | ... and fictitious returns! |
Toss 10,000 coins | just to see what happens |
Sortino Ratio | versus Sharpe ratio |
Trends | and when they Ends |
Loans | and Newton's Method |
Volatility | and correlation with the Market |
Buy in the Fall | and Sell in the Spring |
SAD | worst months - by country |
Canadian Returns | and "safe" withdrawals. |
Exchange Rates | a spreadsheet. |
Noise in stock returns | How to measure it? |
Stocks go Up & Down | ... but how often? |
DCA | ... or all-at-once? |
Predicting stock prices | ... using the Laplace distribution. |
30 stocks | Download and construct a portfolio |
Buy & Sell signals | ... using candlesticks. |
Monte Carlo | Which returns to use? |
TrafficLights | When to Buy, Sell or Hold |
Predicting Prices | ... and other stuff |
Average Returns | Do you trust 'em? |
Average True Range | ... and a fiddled version |
Moving Averages | a spreadsheet to play with |
Gann charts | ... or the Square of Nine |
PCA | Perfectly Confusing Anal... Principal Component Analysis |
Risk, eh? | What is it? |
ODE | a differential equation (?!) |
Making Money | (Just kidding!) |
Market Down | Probability of price decreases, eh? |
Momentum | An investment strategy (maybe) |
MFI | Money Flow Index |
Velocity of Trades | Moving to a price target (maybe) |
Price Probabilities | and related stuff |
Pairs Trading | The long and short of it |
A.I.M. | A Buy & Sell strategy |
Linear Regression | ... for umpteen variables |
Pivot Points | and resistance and support levels |
Time Weighted Returns | What are they? |
Covariances | ... a spreadsheet |
an option problem | What's the annualized return? |
Black-Litterman | a model for asset allocation |
Yield stuff | Buy this ... or that? |
MC stuff | Monte Carlo for a dozen stocks |
very safe withdrawals | ... guaranteed! |
YTD | ... and XIRR |
DGIS | Dividend Growth Investment Strategy |
IRR | ... and NPV |
Stock Splits | Then what? |
re-Ordering annual returns | and then what? |
Perfect Correlation | How to get it, eh? |
Spearman Rank Correlation | again! |
Copulas | ... more of 'em |
Correlations | and Copulas! |
2 stocks | and Monte Carlo |
Raff regression | to identify trends |
Active or Passive | Which Fund is better? |
Sam retires | ... and plays with Monte Carlo |
PV | a Present Value problem |
Coin tossing | ... and Reversion to the Mean |
P&F charts | Huh? Whazzat? |
CEFs | Closed End Funds |
rMA | Another moving average |
Stock Data | Download & Calculate |
Returns formula | Test your formula(s) ! |
PE Ratios | and Bond Rates |
Risk | ... and volatility |
Candlesticks | Fun stuff!! |
Hikkake | and candlestick |
Risk | ≠ Standard Deviation !! |
Deletions | Deleting the best and worst days |
Hurst exponent | What is it? |
Implied Volatility | versus Historical |
RS indicator | ... and other ratios |
What's hot? | and what's Not? |
EMA | ... the magic formula (?) |
Time Diversification | What is it? |
reBalancing | ... good or bad? |
Aroon Indicator | When is the stock gonna go up (or down)? |
Templeton | 22 investment maxims |
Doom & Gloom | Is it justified? |
options | in the money |
Volatility | and the square-root-of-time |
gRANK | ... revisited |
Colouring | ... financial things |
hedging | to reduce volatility, eh? |
Johnson curves | ... and probability distributions |
regret | What is it !&$%#@? |
the Stutzer Index | to rank a portfolio |
YTD | ... and XIRR |
Buy an annuity | A good idea ... or not. |
Deja vu | ... all over again |
Coherent Risk | What is it! |
Maximum Withdrawals | ... more on this stuff |
world's worst investor | ... that's ME! |
E10-P stuff | ... more on this stuff |
E10/P | E10/P and Safe Withdrawal Rate(s) |
TV stuff | about them new fangled TVs |
Seasonality | Do prices depend upon the season? |
Nobel Prize | ... for 2003 |
myPortfolio | Well ... your portfolio |
a Contest | a Portfolio Contest spreadsheet |
Weekly Stuff | stock stuff, weekly |
Options | ... and Volatility |
Stock Stuff | stock ... stuff |
PreMarket | ... and predicting the opening price |
Fat Tails | ... and how to get 'em |
Parabolas | fitting them to stock prices |
Bonds | ... and Interest Rates |
Returns and Volatility | ... the effect of volatility on CAGR |
gRANK | ... revisited |
Asset Correlation | ... and diversification |
a Game | Play the Efficient Frontier game |
reSampling Efficiency | reSampling the Efficient Frontier |
Omega | ... a characteristic of distributions: Gain / Loss |
Pensions | ... and Life Annuities |
Liquidity | Amivest Liquidity Ratio |
Put Options | What's the Break Even ? |
XIRR | XIRR and ROR stuff |
Approximation | approximation to Normal/Lognormal distributions |
FOREX | Trading in Foreign Exchanges |
Monte Carlo | Should we believe MC predictions? |
forecasting | An attempt at forecasting |
GMS | Geomagnetic Storms (and the markets) |
sorta VA | Variations on Value Averaging and DCA |
SWR | More on Safe Withdrawal Rates (!) |
gDX | Variations on a theme |
Constant Returns | When are they better? |
Put/Call Ratios | Do they predict market movement? |
Bayes' Theorem | ... and (maybe) the Market |
reordering | What happens when you reorder returns? |
Covariance | ... and Correlation and R-squared stuff |
SWR | "Safe" withdrawal rates (again) |
FOREX | Download Foreign Exchange Rates from Yahoo |
Stock stuff | Get a bunch of data on a stock |
beta | Don't trust it (?) |
CAGR | Annualized Returns. |
VDX | VDX ... and other stuff |
Stocks and Bonds | What's the meaning of a "best" mix? |
EPS | Forecasting EPS ... maybe |
Another Distribution | ... with fatter tails |
Zweig's Rule | Zweig's 4% (and other) Rules |
Return Distributions | Generating Return Distributions |
WWW | A (wee) history of the World Wide Web |
Future Prices | Predicting future prices :^) |
Wilshire 5K / GDP | Yet another ratio to see if the market is overpriced. |
Call Options | Which to buy ? |
Bernoulli | Lift, on an airplane wing |
download | download a webpage to Excel |
Bachelier | the Father of Financial Stuff |
to Mars | launch an Explorer to Mars :^) |
forecasting | Predicting moving averages etc. |
XIRR, not Dietz | Don't do the Dietz! |
DCA vs LumpSum | DCA over 12 months, eh? |
Williams %R | Buy & Sell a la Williams |
Beta | Beta and the "Best line" fit to data |
Spearman Correlation | Looking for common trends |
Bollinger | About Bollinger Bands |
Special Sum | Volatility of the sum of n stock prices |
gRANK | Assorted PEG-type Ratios |
Huh? | How many trades to win? |
Gold! | Gold: is it cheeep? |
RTM | Reversion to the Mean (?) |
Oktoberfest | October ... again! |
Another strategy | A withdrawal strategy. |
Buying for less | Effect on your annual return. |
Fractals | Fascinating stuff! |
XIRR | Comments on calculating portfolio returns. |
a Coverup? | ... interesting questions ... |
Cointegration | Identifying trends & stuff |
Monte Carlo | ... random musings |
a Small World | ... ain't it? |
Relativity | Einstein says ... |
the DOW goes up (down) | How often does the DOW go up N days-in-a-row? |
Inflation | incorporating inflation |
Monte Carlo | a simple-minded Monte Carlo spreadsheet |
Cash in an Annuity | Converting (some) annuity to a lump sum payment? |
CPI | Inflation and REAL returns |
Bond Convexity | Whatzzat? |
Standard Deviation | SD of Returns vs SD of Prices |
Reordering Returns | ... then what? |
SWRs | Safe Withdrawal Rates (again!) |
Portfolio | Track your portfolio investments |
Sharpe Ratio | Maximize allocations a la Sharpe Ratio ... maybe! |
Retiring? | List your expenses |
Safe Withdrawals | This topic ... again! |
Median Returns | Calculate the median return (maybe) |
Sam and Sally | Die early ... and live it up! |
VA | More Value Averaging (!) |
Ito Calculus | Random stuff: stochastic processes, Brownian motion, Black-Scholes ... |
Simple Download | Download data |
Derivatives | What are they? |
Withdrawals | Max Rate of Withdrawal ... and Life Expectancy |
Miscellany | Some financial calculation rituals ... |
Asset Allocation | ... and John Nash |
Sector Rotation | Is there a good strategy? |
RESPs | Education Saving Plans |
Value at Risk | Whatzzat? |
Reincarnation | A strategy to make a killing ... |
Do the Dietz | Modified Dietz Return calculations. |
Asset Allocation | The "best" mix ... maybe. |
Stock/Bond ratio | The "best" mix ... maybe. |
PEG Ratios | What do they mean? |
Elliott Waves | Ride the Waves ! |
Crashes | Market Waves ... and crashes ! |
Waves | Finding periodicity in stock prices ... or NOT |
Kurtosis | Skew and Kurtosis - whattzat? |
Rebalance-when? | Is there a best time? |
Santa Claus | Does St. Nick have a rally? |
Kelly Ratio | How much to invest in your next trade? |
Moving Averages | Find the best (maybe :^) |
ODEs | Differential Equations |
Distribution | Stock Returns ... Normal? Lognormal? What? |
Stock Prices | Distribution of Stock Prices (maybe) |
Ratio Call Writing | Write Calls, Buy the Stock |
a Magic Sum | It's magic, eh? |
Approximations | Approximations to portfolio evolution. |
Coin tossing | Toss a coin ... and get your return! |
Return Predictor | Using historical returns as predictors |
Rebalancing Bonus | The bonus in rebalancing (?) |
Portfolio Blues | DOWN she goes, UP she goes ... |
Bond Calculators | Play with a calculator or three |
Allocations | Play with (historical) allocations |
Download data | a neat way to get Yahoo data |
Option stuff | ... just a comment or two ... |
Monte, again | Monte Carlo ... again!? |
Bond Ladders | What kind of financial equipment is it? |
DCA and VA | Dollar Cost and Value averaging |
CAPM | a Capital Asset Pricing Model |
Dividend Discount | What price, stock? |
Asset Concentration | Should you concentrate on one Asset Class? |
Utility Theory | Your personal optimization? |
Option Strategies | What's the probability of losing? |
Life Expectancy | ... and Life Annuities |
Latin Hypercube | another method to sample returns |
Stock Evolution | the Binomial Distribution ... and stock growth |
Black-Scholes | the Black-Scholes option pricing formula |
Risks & Rewards | Another Risk / Reward Ratio |
Risk/Reward Ratio(s) | How many are there? |
Try an annuity | Should you buy an annuity? |
Save for Retirement | Part II ... it ain't easy !! |
Maximum Withdrawals | the Maximum Rate of Withdrawal is ... what? |
Sensible Withdrawals | Safer withdrawals ... and more Monte Carlo. |
Asset Correlation | Is correlation good or bad? |
P/E & Bond Rates? | Is the market over-priced? |
Growth vs Value | Optimal (golden) Ratios |
Growth vs Value | Slice and Dice ... |
Bonds | Some stuff on Bonds |
another Frontier | ... to minimize Risk |
Efficient Frontier | ... to minimize Volatility |
Passive or Active MFs | Take your pick! |
Another distribution | Take your pick! |
Equal-weighted Indices | Better or worser? |
Monte Carlo simulation | a spreadsheet by the Count of Monte Carlo |
Normal/Lognormal | Which is the better fit to market returns? |
Random? | Are the markets random? |
Volume weighting | include VOLUME in Moving Averages: ADX=>VDX |
R-squared.htm | Covariance, Correlations and Beta. |
Mutual Fund figures | How does YOUR gain compare to the Mutual Fund - or The DARK SIDE of DCA |
Rotation | Rotating Portfolio components. |
Life Expectancy | Drop dead ... when? |
a Strategy | a Strategy to avoid big losses ... maybe. |
Invest Early | Start investing early ... for your retirement. |
Bond Yields | an Inverted Yield curve predicts a recession? |
Re-Balancing | Sell the good stuff to buy the bad. |
the Rule of 72 | How long to double, triple? |
Reversion/Regression | Does Reversion to the Mean apply to the market? |
P/E ratio | What's P/E ... and how to get one for an Index? |
Stocks & Bonds | Is there a "best" mix? |
Annualized Return | How to calculate it. |
Rate of Return | How to calculate it accurately ... and Dietzly. |
Mean, Annualized & SD | What's the relation? |
Average Gains | Think "Annualized", not "Average". |
a Random Walk | What is it? |
Save for Retirement? | What fraction of your salary should you save? |
Safe(?) Withdrawals | You're retired: What's a Safe Withdrawal rate? |
about Risk? | Risk, Volatility and Standard Deviation. |
What's RISK? | Risk Measures ... or "A Mathematician's Folly" |
a Break Even Strategy | Trying to Break Even in the market :^) |
Market Indexes | How to calculate 'em. |
Best and Worst Months | The effect of missing the "best" or "worst" months? OR Market Timing: good or evil? |
Portfolio Growth/Decay | How does your Portfolio grow: Constant & Random gains. |
Value Averaging | How does it compare to DCA: Dollar Cost Averaging? |
Excel charting | A spreadsheet: how I chart. |
HTML Praxis | Hyper Text Markup Language: The language of the Net. |
HTML overview | The language of the Net: a summary |
Technical Analysis | Investing ... by the charts. |
Lessons in C | What I larned about this $!@*&% computer language. |
Years to Zero | How long will your portfolio last? (the MATH) |
Mortgages | How much do you pay? (the MATH) |
Life Annuities | How much do you get? (Approximately!) |
Volume-weighted Averaging | The average price paid for a stock. |
a Wave Theory | Do stock prices have periodicity? |
Adjusted Cost Base | How to calculate this guy. |
LIF Maxima | How to calculate this guy. |
Leveraging | Borrow to invest? How much does it cost? (the MATH) |
Bond Duration | What is it?! (the MATH) |
Invest inside or outside an RRSP | (the MATH) |
Biotech Stock Valuation | How much is a biotech stock worth? |
Best Fit | Fitting "the best" straight line to some data. |
DCA Part 1 | Dollar Cost Averaging. |
DCA Part 2 | Dollar Cost Averaging ... for masochists. |
Geosynchronous satellites | Where are they? |
the DOW index | How now? |
Computers | a (wee) History of Computers |
the Mathies | hardly a tutorial ... but wee bios of famous mathematicians. |
Calculus | a course. |
about Call Options | What I larned 'bout trading in Options. |
Vedic math | A fascinating way to do math |