The Blog's Been Offline for A Week

by Graham Giller November 02, 2011 22:53

My ancient Dell servers are decaying... odd that, since they're made of rocks and metal. I've been too busy to attend to it, but got this across to a new server a few days ago. Seems like I should do a regression of the performance of MF Global onto the dynamic trading risk factor. That will need a little work as I've moved my databases onto MySQL and there's still some teething troubles to go through.

[11/08/2011] And then squirrels ate through my power cables and I had to have the cables to the house repaired by Jersey Central Power & Light — and that work killed the cable internet which had to be redone by Comcast…

 

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About the Author

Graham Giller - Headshot GRAHAM GILLER
Dr. Giller holds a doctorate from Oxford University in experimental elementary particle physics. His field of research was statistical astronomy using high energy cosmic rays. After leaving Oxford, he worked in the Process Driven Trading Group at Morgan Stanley, as a strategy researcher and portfolio manager. He then ran a CTA/CPO firm which concentrated on trading eurodollar futures using statistical models. From 2004, he has managed a private family investment office. In 2009, he joined a California based hedge fund startup, concentrating on high frequency alpha and volatility forecasting. My updated resume is on LinkedIn.

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