Wall Street Story: From Fat Quant to Fit Nerd, Part 2

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I love Python and cloud storage. Python and cloud storage has helped me get rid of some of my data clutter, and I can now retrieve it on command from anywhere in the world. With Python code, and the APIs of Facebook, Twitter, YouTube, and other fun things like that are making high level concepts easier to develop, right in the cloud, and providing a fertile playground for creative people.

By using some analytical tools that I applied mostly to financial engineering problems, I created interesting algorithms to monitor key parameters of my own body. I aggregated them in an Pandas or R Dataframe, and created a sort of a ‘body control panel’. It was that (almost) real-time monitoring of those parameters which allowed me to transform my body from obese fat to six-pack abs fit in a natural, low volatility and controlled way. As an added bonus, I have increased my life expectancy as measured by several devices. Aside from the health benefits, it feels good to be in the best shape of my life at 45.

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There’s No Business Like Show Business – Part 3

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So, it looked to me that Hollywood could finance an asset (movie), by selling “options” (pre-sales), in a very specialized, over-the-counter market. That meant that the risk of a movie (like Lara Croft’s Tombraider) being a box-office disappointment was passed to third parties, in exchange for those guys getting the distribution rights in their respective territories.

My analysis also showed that the pricing mechanism was very inefficient, because it was not based on any analytical techniques, but on subjective opinions about the ‘hot’ stars, genres & directors of the moment. As an additional hurdle, Hollywood was subject to the capital constraints of their parent corporations, which are exposed to risks larger and diverse than those faced by their Hollywood branches.

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Google, Hugo Chavez, CIA, Lehman Brothers, Goldman Sachs, Harvard University, Randomness

The Google search “How to get in shape under a rational approach” that I did almost 3 years ago brought back disappointing results. I remember exactly when and where I was when I typed that search: September 15, 2008, on the trading floor at Lehman Brothers, my former employer. The bank had collapsed, and financial markets all over the world were in turmoil. I remember exactly what I was doing: I had returned to my desk after a meeting with Jami Miscik, the former CIA Intelligence Chief during the George W. Bush administration.

Jami and her team had completed an extremely good research report which I had requested a couple of weeks earlier. I wanted to thank her personally, and as it turned out, this was the first time that fit both our schedules.

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