For the most part, I’ve avoided writing about politics on this blog, sharing my opinions instead in 140 character bursts on Twitter. But since tweets seem to be more ephemeral than blog posts, I’m preserving a few salient ones in amber by embedding them below.
This exchange occurred during the second Florida GOP debate last [...]

Hedging a High Yield Long Idea
In a post Wednesday morning (“High-Yield Long Idea Idea Continues Strong”), Tim Knight noted the continued strong performance of his long position in the SPDR Barclays High Yield Bond ETF JNK. Back in August, I looked at the cost of hedging JNK, but I thought [...]

Giants Raid San Francisco… Headed to Super Bowl XLVI #nyg twitpic.com/8ajmyj
— New York Post (@NewYorkPost) January 23, 2012

Congrats to NFC champs #Giants! Enter coupon code NFCCHAMPS for a 15% discount on @PortfolioArmor this week: portfolioarmor.com/join-now $$
— Portfolio Armor (@PortfolioArmor) January 23, 2012

Spook Country
I finished reading William Gibson’s Spook Country this week. Took a while to get into it, but the second half of the book had me hooked. Not a whole lot happens in Spook Country, though, as (spoiler alert) this negative commenter on the Powell’s Books site notes. Something else that commenter mentioned was [...]

Seeking Alpha published an article of mine touching on this earlier this week, but the tweet below and the chart that follows it illustrate the tl; dr version. Portfolio Armor was designed to help investors hedge, but other uses for it have emerged. One is as a warning flag for investors in securities with high [...]

From William Gibson’s Spook Country, p. 83 of the G.P. Putnam’s Sons hardcover:
“Tell me about Node, she suggested. “It doesn’t seem to be generating much in the way of industry gossip.”
“No?”
“No.”
He lowered his finger-steeple. “Anti-buzz,” he said. “Definition by absence.”
She waited to see if he’d indicate that he was joking. He didn’t. “That’s ridiculous”.
The smile [...]

In a post this fall (“New Features and Things to Come”), I mentioned a few projects that were in the works for Portfolio Armor:
Things to come
A quant on the Portfolio Armor team, a post doctoral fellow at Princeton University, is conducting R&D on the first two features below now. I hope to have [...]