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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