Friday, February 1, 2013

Matrix Revenge?

Is this a glimpse at Matrix Revenge? ;)

Prepared with: RStudio

Sometimes I get some peculiar results while working on quantitative investment models.

Hopefully they won't lead to outcomes like this (note "DOW -4,847"):


Still, one can imagine many strange things...

And even more strange things can really happen...

And the devil is in the very small details...

And I've recently had some bad feelings about the market...

Maybe it is just the winter...

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