Financial history doesn't repeat itself, but it often rhymes. You can't be stupid enough to trade off anything I say.... I'm lucky they let me out of the straight-jacket long enough to trade.

J. P. Morgan

"Sell down to your sleeping point"

Saturday, June 27, 2009

Like every weekend

The little rat in my brain is going...

I'm curious about .... I'm working on finding some papers on normal asset correlations.

But also about how they change through the business cycle.

That is one thing that is troubling me.... They have been so messed up for so long... I'm having a hard time remembering how things should be.



I'm trying to think through possible trading models.....

.....

Something is wrong... IMO.... I'm not saying that in the "Something is not right" kind of way...

but more that there are some pieces that just aren't fitting

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