Shoey thanks for posting. I would love to discuss some of those financial models (obviously none that are proprietary) as I find the subject very interesting and like you I prefer to use mathematical tools to help evaluate financial decisions (whenever possible).

I believe it is possible to build a portfolio of RL/eternal by looking statistically without even knowing how to play the game. However, such approaches can be cryptic to many without math backgrounds and met with muted response compared to narrative commentary.

A second problem is data. A lot of techniques require full historical time-series data which is very closely guarded by content providers. A while back I did a time-series analysis in response to Pi’s article (http://www.quietspeculation.com/forum/index.php/topic,12214.0.html) but that was only possible after scraping graph data and doing Excel one-off transformations. I’m still baffled why such data is kept secret except for the fact that it costs the content providers themselves to procure; in which case, they can onsell this to interested analysts. Open data is a sign of a mature, liquid market as evidenced by stocks data availability.

Thanks for the kind words…and thanks for the inspiration.