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About SunnyForest
Investing ideas from Justin Forest Read more

View Justin Forest's profile on LinkedIn

Epchan.com
Conference on the sociology of quantitative finance
Sat, 27 Feb 2010 22:44:00 +0000
A new conference called Psi-Q will be held in London this June, featuring luminaries in the academic quantitative...

Pairs Trading Workshop in Hong Kong
Thu, 18 Feb 2010 19:48:00 +0000
For my readers in Asia, I will be conducting a pairs trading workshop in H...

A method for optimizing parameters
Sun, 31 Jan 2010 21:03:00 +0000
Most trading systems have a number of parameters embedded, parameters such as the lookback period, the entry and exit thresholds, and so on. Readers ...

Excel ADF test
Tue, 19 Jan 2010 18:02:00 +0000
Some readers have asked whether there is an Excel version of the ADF test for cointegration (mentioned in articles
Does Averaging-In Work?
Sun, 10 Jan 2010 01:23:00 +0000
Ron Schoenberg and Al Corwin recently did some interesting research on the tra...

Selecting tradeable pairs: which measure to use?
Thu, 24 Dec 2009 15:24:00 +0000
A guest blog by Paul Farrington

One o...


Public service announcements for quants
Sat, 19 Dec 2009 02:48:00 +0000
   1.  Conference on 'Computational Topics in Finance', February 19/20, 2010, National University of Singapore. The topics will includ...

Are financial speculations really "harmful human activities"?
Sun, 06 Dec 2009 21:37:00 +0000
It is worrisome when not one but two eminent economists denounced financial speculation as "harmful human activities" in the short space of 2 weeks. ...

Picking up nickels in front of steamrollers
Fri, 27 Nov 2009 20:02:00 +0000
When I was growing up in the trading world, high Sharpe ratio was the holy grail. People kept forgetting the possibility of "black swan" events, only...

In praise of ETF's
Thu, 05 Nov 2009 02:54:00 +0000
I have learned some years ago that ETF's are strange and wonderful creatures. Simple, long-only mean-reverting strategies that work very well on ETF'...

Herb Greenberg
Herb Greenberg: Columnist's parting advice
Mon, 28 Apr 2008 17:08:00 GMT
After nearly 34 years as a journalist, the entrepreneur deep inside has finally won and Herb Greenberg is leaving to start a research firm. Here is h...

Herb Greenberg: Thornton Oglove on investing
Mon, 21 Apr 2008 00:58:00 GMT
SAN DIEGO (MarketWatch) -- Thornton Oglove always has gone against the crowd.


Herb Greenberg: Do investigations matter anymore?
Mon, 14 Apr 2008 02:59:00 GMT
SAN DIEGO (MarketWatch) -- From the looks of its stock price, you would never know that Take-Two Interactive Software is at the center of multiple in...

Herb Greenberg: Consumers may be riding on a different debt highway
Sun, 06 Apr 2008 23:56:00 GMT
SAN DIEGO (MarketWatch) -- In his speeches these days, one of Paul Kasriel's favorite examples of economic activity, or lack thereof, is the motorcyc...

Herb Greenberg: Why suing critics usually backfires
Mon, 31 Mar 2008 01:39:00 GMT
SAN DIEGO (MarketWatch) -- You would think that by now public companies that monkey with their numbers would get the hint: Suing critics almost alway...

Herb Greenberg: Visa: Beware of potholes
Mon, 24 Mar 2008 00:26:00 GMT
SAN DIEGO (MarketWatch) -- Now that Visa is off to a rousing start, we can't let the largest-ever IPO in the U.S. entirely off the hook.



Herb Greenberg: Ethanol: value or trap?
Mon, 17 Mar 2008 12:34:00 GMT
SAN DIEGO (MarketWatch) -- The good news for VeraSun Energy Corp., one of the country's largest ethanol producers: Its most recent quarter beat gloom...

Herb Greenberg: Auction-rate warnings fell on deaf ears
Sun, 09 Mar 2008 23:52:00 GMT
SAN DIEGO (MarketWatch) -- From the "credit where credit is due" department: When the auction-rate-securities market went into its recent deep freeze...

Herb Greenberg: Lululemon CEO's sweet deal
Mon, 25 Feb 2008 01:56:00 GMT
SAN DIEGO (MarketWatch) -- From the "nice work if you can get it" department: With the options Robert Meers got as chief executive of lululemon athle...

Herb Greenberg: Rivals won't let Tempur-Pedic rest
Tue, 19 Feb 2008 00:16:00 GMT
SAN DIEGO (MarketWatch) -- Investors in Tempur-Pedic International Inc., the fast-growing bed company, haven't been having sweet dreams lately.

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Reuters Blogs
What would they want with a Broker?
Wed, 10 Mar 2010 17:11:11 +0000
Tullett Prebon could be brokering a deal to sell itself....

DealZone Daily
Wed, 10 Mar 2010 08:21:57 +0000
American International Group could learn the fate of the stalled $2.2 billion sale of its Taiwan unit Nan Shan Life Insurance as early as Thursday, w...

After listing, General Growth attracts more interest
Tue, 09 Mar 2010 15:37:07 +0000
General Growth gets hot....

Dubai World: deal soon?
Tue, 09 Mar 2010 14:41:56 +0000
State-owned Dubai World is back in the news as investors await a $20 billion-plus debt restructuring deal, which bankers say may happen as early as t...

DealZone Daily
Tue, 09 Mar 2010 09:03:33 +0000
Sberbank, Russia's biggest lender, is lining up a bid for the 20.85 percent stake in Turkey's Garanti Bank that is being sold by General Electric, a ...

The afternoon deal: Beyond the billions paid
Mon, 08 Mar 2010 19:32:00 +0000
It was a two-year quest to seal the MetLife deal for Alico. Beyond the $15.5 billion purchase price, what does it mean for the companies and the lif...

MetLife gets new life from AIG
Mon, 08 Mar 2010 16:21:06 +0000
MetLife gets new life from AIG....

RZB value = zero? Markets think so
Mon, 08 Mar 2010 15:05:23 +0000
Raiffeisen International’s share price has dropped X percent since it announced on Feb. 22 that it considered merging with unlisted parent RZB. That ...

Do southern Europeans know something?
Mon, 08 Mar 2010 13:15:16 +0000
There are some slightly strange findings in data from Deutsche Börse that otherwise shows top European executives buying their own companies' stock....

DealZone Daily
Mon, 08 Mar 2010 08:46:35 +0000
AIG closes in on a deal to sell its foreign life insurance unit to MetLife Inc for about $15.5 billion, and other hot M&A news...

Financial Post Trading Desk
Fake storefronts better than empty ones
Wed, 10 Mar 2010 21:56:00 GMT

Now here’s the way to tackle a downturn-—pretend it doesn’t exist. North Tyneside, a borough in the northeast of England, has decided that it’s be...

PDAC 2010: Coxe ends conference on bullish note
Wed, 10 Mar 2010 20:13:00 GMT

 The PDAC conference always ends with a luncheon presentation by an industry expert. In 2009, the PDAC went way out of left field and selecte...

Why Canada needs foreign managers
Wed, 10 Mar 2010 18:29:00 GMT

Foreign ownership is a hot topic in Ottawa these days because of controversy over non-Canadian investment in the telecom sector. The relaxation of...

PDAC 2010: Amazon's amazing turnaround
Wed, 10 Mar 2010 17:45:00 GMT

It is one of the more remarkable turnarounds in recent memory. Shares of Amazon Mining Holding PLC, which bottomed out in penny-stock territory du...

Whiff of Washington politics in Geithner's media makeover
Wed, 10 Mar 2010 16:02:00 GMT

 

The reputation of U.S. Treasury Secret...

PDAC 2010: Orezone moving back towards development
Wed, 10 Mar 2010 15:55:00 GMT

After coming close in 2008, Ron Little is once again on the cusp of developing a gold mine in West Africa.

Mr. Little, the chief execu...

Lindsay wants $100-million and eTrade ad pulled
Wed, 10 Mar 2010 15:37:00 GMT

Discount brokerage eTrade is being sued by Lindsay Lohan for modeling a “milkaholic baby” after the actress in one of its popular TV spots. Lohan ...

Vale downgraded at UBS
Wed, 10 Mar 2010 14:43:00 GMT

UBS cut its rating on Brazilian mining giant Vale to Neutral from Outperform after incorporation disappointing fourth quarter results and the US$1...

Year Two: What to expect
Wed, 10 Mar 2010 14:21:00 GMT

A year after the market’s lows, everyone wants to know what Year Two will look like.

Using the ten S&P 500 bear market troughs since 192...

Oil, FDA approvals, upgrades and downgrades – Vialoux
Wed, 10 Mar 2010 14:13:00 GMT

U.S. equity index futures are mixed this morning. S&P 500 futures are unchanged.

Crude oil added $0.13 per barrel after OPEC raise...

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