Steven Engelhardt

The Problem With Academic Finance

Steve — Thu, 15 Oct 2009 18:41:56 +0000

Pricing models like the arbitrage pricing theory or the Fama-French factor models simply assume that prices are right, then extrapolate from that what the relevant risk factors must be that determine prices.

Fox, Justin. What we talk about when we talk about the efficient market hypothesis. The Curious Capitalist Blog: 8 October 2009.

Exactly!

Handling Multiple QueryString Parameters With the Same Key in ASP.NET

Steve — Thu, 24 Sep 2009 02:23:13 +0000

When you are processing an HTTP request in ASP.NET you can retrieve the user-provided query string parameters using the HttpRequest.QueryString property. This property is an instance of the NameValueCollection class.

If the user has provided multiple parameters with the same key in the query string, HttpRequest.QueryString[key] will return all the values concatenated together with commas. If you would rather process the values individually, use HttpRequest.QueryString.GetValues(key), which will return an array of all the provided values.

For example:

URL: http://example.com?a=1&a=2
HttpRequest.QueryString["a"] = "1,2"
HttpRequest.QueryString.GetValues("a") = { "1", "2" }

Might and Magic 2

Steve — Tue, 22 Sep 2009 04:14:00 +0000

I spent many weeks of my childhood, along with a substantial portion of last weekend, playing Might and Magic 2, which I purchased in a bundle from GOG.com.

Fond memories.

Fun Illusion

Steve — Thu, 17 Sep 2009 01:54:39 +0000

Stare at the red dot at the center of this image for a minute or two:

What I’m Reading

Steve — Thu, 17 Sep 2009 01:32:42 +0000

	The Affluent Society by John Kenneth Galbraith
	The Amazing Adventures of Kavalier & Clay by Michael Chabon
	Gödel, Escher, Bach: An Eternal Golden Braid by Douglas R. Hofstadter
	Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists by Joel Best
	A Short History of Nearly Everything by Bill Bryson
	Beautiful Architecture: Leading Thinkers Reveal the Hidden Beauty in Software Design by Diomidis Spinellis, Georgios Gousios
	A Random Walk Down Wall Street by Burton G. Malkiel

2009 Cubs Predictions – Take 4

Steve — Mon, 10 Aug 2009 01:59:14 +0000

Current Cubs team OBP: 0.328
Current Cubs team ERA: 3.79
This year’s prediction: 87-75 (Methodology)
Previous predictions: 82-80 (7/5), 82-80 (6/5), 78-84 (5/12)

2009 Cubs Predictions – Take 3

Steve — Sun, 05 Jul 2009 17:31:00 +0000

Current Cubs team OBP: 0.322
Current Cubs team ERA: 3.90
This year’s prediction: 82-80 (Methodology)
Previous prediction(s): 82-80 (6/5), 78-84 (5/12)

2009 Cubs Predictions – Take 2

Steve — Sat, 06 Jun 2009 00:36:11 +0000

Current Cubs team OBP: 0.329
Current Cubs team ERA: 4.17
This year’s prediction: 82-80 (Methodology)
Previous prediction(s): 78-84 (5/12)

2009 Cubs Predictions

Steve — Wed, 13 May 2009 03:03:13 +0000

Current Cubs team OBP: 0.333
Current Cubs team ERA: 4.60
This year’s prediction: 78-84 (Methodology)

Ugh, let’s hope I’m wrong.

Historic P/E Ratio for the S&P 500

Steve — Fri, 06 Mar 2009 15:34:08 +0000

Historic P/E Ratio for the S&P 500

Time to buy yet?

Hat tip: Barry Ritholtz