Posted on Categories Applications, Finance, Quantitative Finance, StatisticsTags , ,

Paper on stock trading

author: John Mount

I have finally written up and released a paper in PDF: Automatic Generation and Testing of Trades describing a lot of the statistics and optimization methods used when I was technical trading on a Banc of America Securities proprietary program trading desk.  It was a very exciting time.

Continue reading Paper on stock trading

Posted on Categories Applications, Expository Writing, Mathematics, Quantitative Finance, StatisticsTags , , , ,

New Paper

author: John Mount

Nina and I just finished up our analysis of some of the statistical difficulties encountered by users of Google AdSense. It came out a bit long- but we found the right statistical reference to prove that there are real barriers to understanding in this market. The paper is most legible in PDF, but we also include an HTML version so the blog entry can be skimmed.

Continue reading New Paper