Check out the 3rd annual Applied Finance with R conference here.  John Bollinger will be speaking at this event.  I had the opportunity to hear him last live in Seattle a couple years back.  That doesn’t perk my interest nearly as much as the tutorials:

• Jeff Ryan’s talk on Algorithmic Trading with R,
• Guy Yollin and Scott Payseur on High Frequency Data Analysis with R
• Eric Zovit on Financial Risk Models with R: Factor Models for Asset Returns and Interest Rate Models.

I would be there if I wasn’t scheduled for vacation

Thanks to Matt at lab49, I’ve found my way to Tabb.  I do recommend the article he referred to on Stat Arb.

There continues to be a general dearth of books on Azure.  At least someone has found a couple here.

If you must trade, there are a couple key markets ripe for some straddling, coffee and cotton are at the top of that list, with markets like sugar and indices not too far behind.  But, the big picture, the dollar is really weak here.  I’d advice to watch this play out.  We could quite likely take 2-5 days for the dollar to clarify that it is going to take on lower levels.  In which case, step aside and watch the foolery ripple through the rest of the markets.

Don’t expect much activity this week as I work off this cold.  Meanwhile, stay warm and keep your capital out of harms way.

Moreover, just looking at a decennial cycle, I see November 19th makes for an interesting day for this market:

• Growth has stopped due to DDR: deleveraging, deglobalization, and reregulation
• this will lead to slower growth for the next… 10 to 20 years
• why?
  • the game of foreign countries making things and US consuming them in exchange for debt is over
  • private free enterprise is dead and the fist of visible government is taking its place
  • changes in global economic leadership… emergence of china
  • US homeownership will continue to decline
• there are a number of broken business or economic models that forever change the world we know it… (the era of buy on dip may be over for some time)
• I repeat: the “New Normal” cannot be easily modeled econometrically, quantitatively, or statistically
• investing implications:
  • global policy rates will remain low for extended time
  • extent and duration of QE are critical to investing
  • investors should “shake hands with government”
  • Asia, and Asia-connected (Australia and Brazil) will dominate future growth
  • dollar is vulnerable

I’ll come on record here saying that it is quite likely this market has higher to go.  I’ve been enjoying a good gold position.  There are a few markets that have caught my eye since that opportunity.  Particularly, long natural gas is looking like it’s rounded a significant corner. 

  If you aren’t already in on this, it is a little late to get started in my book.  But, for those with a greater appetite for swings, you might consider this market.

I’ve pretty much concluded that sugar is no longer interesting… I’m eyeing some long grains, short bonds, and some day a dollar recovery…. but, not today.