Tag: lehman

• Predicting the Future…

  Autocorrelation occurs where past data can be used to predict the future. *snore*. If you’re still reading, think about it like this. If you know your friend, Alex, is always late, you will assume that he will arrive late every time. But if Alex is only late some of the time, you’re not sure when…

  Thomas Schleusener

  April 2, 2016

  Markets, Non-Fiction

  ARCH, ARCH model, Futures, Insurance, lehman, Options, Prediciton, Swaps, volatility

• Vices

  

  I recently quit chewing tobacco, and, as many former nicotine addicts know, your brain does this crazy thing where we try to rationalize our use of the substance. I would say to myself, “Well, everyone has a vice, right? Whether it’s caffeine, food, booze, wasting time on Instagram, etc…. You name it and I guarantee…

  Thomas Schleusener

  January 29, 2016

  Non-Fiction

  banks, bart mcdade, big banks, crisis, financial crisis, financial institutions, lehman, lehman brothers, leverage, the big short, tom schleusener, vices, wall street, window dressing