Upcoming Reads
Longtime readers know I have a serious reading problem.  I should probably go long AMZN to hedge my book buying issues (ordered 51 books so far in 2009).  I’m not sure if readers are interested in what I’m reading or not, but I figure I’ll pass it along anyways…At the rec of a good friend, these three are en route: The Lady Tasting Tea: How Statistics Revolutionized Science in the Twentieth Century - David Salsburg

Top Books on Investment Bubbles and Stock Distributions
Below is my list of the top books that chat about stock distributions and rare events.  I also included some market history and bubbles lists too for comparison.  Is there anything important I’m missing? (I’ll have a follow up post with some academic papers on financial return distributions).  All from the Reading List: Stock Distributions Why Stock Markets Crash: Critical Events in Complex Financial Systems - Didier Sornette

Killing the Black Swan

Contrarian Signs
Well, not only is Spencer Pratt following me on Twitter (along with 12k other people), but his last post is “I hope you bought Gold when I told you!”. After I finished vomiting in my mouth and blocking him, I shuttered at the thought of being in gold alongside him. Glad I have a quant stop in place, wonder what his exit strategy is??

Victor Niedheroffer’s Review of My Paper: “A Worthless Article”
Below I continue my series of posts highlighting some of the more interesting blogs in my last three years of writing.  The below is a nice prelude to the new paper I’m writing, so stay tuned! Here is the post that announces the publication of my “A Quantitative Approach To Tactical Asset Allocation” paper way back in Feb 2007. As a somewhat amusing aside, below is a review Victor Niederhoffer gave my paper back in September 2006.  Note that before I get a ton of hatemail, realize I am a huge f