Comments on: Mean Variance Optimization with Matlab http://luminouslogic.com/mean-variance-optimization-with-matlab.htm ...contemplative and analytical by nature... Sun, 22 Aug 2010 17:40:23 +0000 hourly 1 http://wordpress.org/?v=3.0 By: Lumilog http://luminouslogic.com/mean-variance-optimization-with-matlab.htm/comment-page-1#comment-2425 Lumilog Sun, 02 May 2010 22:42:57 +0000 http://luminouslogic.com/?p=2469#comment-2425 Chuck - thanks so much for writing and glad it was insightful. Good luck in your studies! - lumi Chuck – thanks so much for writing and glad it was insightful. Good luck in your studies! – lumi

]]> By: Chuck http://luminouslogic.com/mean-variance-optimization-with-matlab.htm/comment-page-1#comment-2423 Chuck Sun, 02 May 2010 21:37:44 +0000 http://luminouslogic.com/?p=2469#comment-2423 Hi ! I am just writing in order to thank you for your blog. I am currently studying the MVP theory and your blog as well as your m file helped me a lot in understanding the outcomings of this theory. Hi !

I am just writing in order to thank you for your blog. I am currently studying the MVP theory and your blog as well as your m file helped me a lot in understanding the outcomings of this theory.

]]> By: Lumilog http://luminouslogic.com/mean-variance-optimization-with-matlab.htm/comment-page-1#comment-2412 Lumilog Mon, 22 Mar 2010 18:05:30 +0000 http://luminouslogic.com/?p=2469#comment-2412 Hi Wenger - thanks so much for taking the time to write. So glad you enjoyed the Level One posts - I wish my current workload didn't preclude me from putting the same time & effort into blogging about Level Two. Funny that we're both DSP guys. I always thought that after a few months studying the stock market, I'd be making a killing using something fancy like neural networks or wavelet transforms over historical price data to identify and exploit inefficiencies. But as Einstein said, not everything that counts can be counted and not everything that can be counted counts. So I find myself in the CFA program and reading 10-K's and 10-Q's! Your blog looks great and I'm adding you to my list of links. Wishing you lots of luck for Level 2 - let us know how you did come August. -lumi Hi Wenger – thanks so much for taking the time to write. So glad you enjoyed the Level One posts – I wish my current workload didn’t preclude me from putting the same time & effort into blogging about Level Two.

Funny that we’re both DSP guys. I always thought that after a few months studying the stock market, I’d be making a killing using something fancy like neural networks or wavelet transforms over historical price data to identify and exploit inefficiencies. But as Einstein said, not everything that counts can be counted and not everything that can be counted counts. So I find myself in the CFA program and reading 10-K’s and 10-Q’s!

Your blog looks great and I’m adding you to my list of links. Wishing you lots of luck for Level 2 – let us know how you did come August.

-lumi

]]> By: Wenger J Khairy http://luminouslogic.com/mean-variance-optimization-with-matlab.htm/comment-page-1#comment-2411 Wenger J Khairy Mon, 22 Mar 2010 05:55:47 +0000 http://luminouslogic.com/?p=2469#comment-2411 Sencha71 (? is that your name), I've been following your blog for about a year plus. The peach of the posting was your travails for Level I, I read it out to my mom and she was burst out laughing. (Flunked L1 on first time, got it right the 2nd time, am with u on this L2 June 2010). By the way, I would also include myself as having some DSP scars of wars. Mine was the TI 6200 and later on the SHARC bits from AD. Some fond memories remembering the SHARC, if memory serves me right (quote from Chairman Kaga in Iron Chef), I remember setting up two DAG counters and using them to get the memory address for the data bits. Well it was a long time - 2001-2002. And so I find myself in the same boat with you. Ex DSP (embedded variant) and now CFA wannabe. Right now, I've fully dissolved myself from the engineering side, I do a bit of political blogging for some up coming Senators (sort of) guys in Malaysia and I use CFA material all the time to kick ass. Just a note to tell you best of luck, and if you ever find the time, do drop by at mine. Some of the postings is in my national language, but some are in English too. Cheers Wenger J. Khairy Cybertrooper Sencha71 (? is that your name),
I’ve been following your blog for about a year plus. The peach of the posting was your travails for Level I, I read it out to my mom and she was burst out laughing. (Flunked L1 on first time, got it right the 2nd time, am with u on this L2 June 2010).

By the way, I would also include myself as having some DSP scars of wars. Mine was the TI 6200 and later on the SHARC bits from AD. Some fond memories remembering the SHARC, if memory serves me right (quote from Chairman Kaga in Iron Chef), I remember setting up two DAG counters and using them to get the memory address for the data bits. Well it was a long time – 2001-2002.

And so I find myself in the same boat with you. Ex DSP (embedded variant) and now CFA wannabe. Right now, I’ve fully dissolved myself from the engineering side, I do a bit of political blogging for some up coming Senators (sort of) guys in Malaysia and I use CFA material all the time to kick ass.

Just a note to tell you best of luck, and if you ever find the time, do drop by at mine. Some of the postings is in my national language, but some are in English too.

Cheers

Wenger J. Khairy
Cybertrooper

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