MO'C Physics Applied

Welcome! This page is now my hub. — Mike O'Connor

Ce n'est pas un bouton réel



2017

Business Activities

Presently I'm in a business development role with regard to the Retail Backtest site and related work— as a full-time pursuit. Customers will consist of both small investors and professional money managers and advisors who are able to adjust asset allocations in response to shifting market conditions and want to do so with the help of customized, robust methods of computerized quantitative portfolio analysis. I'm still coding, with currently hot languages and frameworks, but vanquished for now are my activities involving networked connections between microcomputers and servers (which could have been called IoT work). And the book that I have been writing on quantum mechanics remains a back-burner project to which I attend only sporadically. Do contact me about my business activities if you think that perhaps you want services or possibly, eventually, even involvement. I remain available as a consultant, or via other arrangements.

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Risk Reduction; Higher Returns

This is all about helping big and small investors avoid getting clobbered yet remain exposed to the upside. During the last two financial market debacles of 2000 and 2008 diversification didn't help; getting into cash did. Can that be done in real time? Earlier academic work seemed to provide mathematical assurances of the futility of any such effort to step out of harm's way. But that work began to be challenged, in academia, in about 2008. And for decades certain mathematician-run hedge funds have beaten the pants off of the market, with algorithmic trading. My own work is very heavily committed to providing the best reality checks that I can— with realistic simulations and by calculating how likely it is that good test results from a prospective scheme were just an illusion, due entirely to chance. It seems that we have schemes that work.

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Logic Anyone?

This may bore you. The good news: You don't have to read about this. The bad news: If you don't then you'll just have to trust me to have done my work well. I'm talking about “hypothesis testing”, where the hypothesis is something to the effect that if you use a certain specified portfolio management scheme you'll do well. This is a part of “probability and statistics”, the miserable branch of applied mathematics that is devoted to nihilistic and fuzzy approaches to inquiring about the validity of desperately important propositions. If you want the quickest possible, most understandable example of how to apply this dark science to a portfolio management scheme then do read Parts A and B of this article of mine. It's written so that earnest beginners can follow it if they try. Write if you have comments or questions.

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Professionals

For you, in addition to performance, the software behind the offerings at www.retailbacktest.com and the mathematical propositions that make the software work may be of interest. If you indeed decide that you want to take a closer look then you'll want to peruse the papers on that site under the Articles menu. “Does Momentum Work?” actually fully discloses an improved version of a scheme that has a considerable amount of support from academic research— and all of the testing is exhibited and explained. When the current development phase is just a bit further along you could perhaps have a system customized for you, applicable to a broader or different class of assets, perhaps as a complement to your core program. Progress toward improved and tested capability is chronicled in this site's blog.


MO'C Physics Applied is a Washington, USA sole proprietorship.


Michael C. O'Connor, Proprietor


Fortran >> Basic >> C >> Smalltalk >> early Internet >> Visual Basic >> Java >> Python >> web app frameworks, etc. 

 

college >> U.S. Navy civilian >> grad school >> decades as a consultant >> reinvention of career