Phillipe Rancourt, in a witty allusion to the arc of a typical blog, and in response to the lack of posts here over the last ~2.5 months, asks if it’s time for me to post a picture of my cat. We’ve got two, a brother and sister. Here they are:

As for the recent posting [...]

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 [...]

The Trouble with Tapjoy
Here’s the tl;dr version: if you have a paid app, and are thinking of using Tapjoy’s pay-per-install program to advertise it, don’t. You can get the same result more quickly by taking cash out of your wallet and setting it on fire. The two screen captures below offer an illustration of this. [...]

Cheryl took this pic at 8:30am today. Presumably, they were there for the Radio City Christmas Spectacular.