A few weeks ago, I mentioned my joint paper with A. Duran, A Profitable Trading and Risk Management Strategy Despite Transaction Cost.  You can now obtain a copy of this paper on SSRN.  Feel free to send an email with any feedback you might have. 

Readers might be interested in an article that A. Duran and I have coming out in Quantitative Finance this year entitled A Profitable Trading and Risk Management Strategy Despite Transaction Cost.  In the article, a number of the tools I've presented on the blog here have been used in the development of strategy which outperforms the S&P500 in rigorous out-of-sample testing.   We've made sure to check the robustness of the results, and have performed Monte Carlo simulations while varying the sets of stocks and time periods used in the calculation. 

While you're waiting for its publication in Quantitative Finance, you might check out the abstract over at SSRN.

As detailed on my Computational Legal Studies blog, coauthored with Daniel Katz, the following video shows a dynamic visualization of bank failures over the past two years.

Read more here

Visualizing Bank Failures ( 2008-2009 ) from Michael J Bommarito II on Vimeo.

As detailed on my Computational Legal Studies blog, coauthored with Daniel Katz, the following video shows a dynamic visualization of the current ten largest foreign holders of America's debt.

Who Owns America's Debt - A Dynamic Perspective on Major Foreign Holders of Treasury Securities (2002-Present) from Michael J Bommarito II on Vimeo.

Read more here.

As detailed on my Computational Legal Studies blog, coauthored with Daniel Katz, the following video shows a dynamic visualization of the Cash for Clunkers program:

Read the full post here.

As detailed in this post, here is the visualization of contributions to the members of the 110th Congress.  Highlighted in green are the recipients of the TARP.

To view the full image, please click here.

By Michael Bommarito and Daniel Martin Katz.

Center for the Study of Complex Systems and Department of Political Science, University of Michigan, Ann Arbor.

http://query.nytimes.com/gst/fullpage.html?res=9C0DE7DB153EF933A0575AC0A96F958260&sec=&spon=&partner=permalink&exprod=permalink
Paragraph 8:
"''From the perspective of many people, including me, this is another thrift industry growing up around us,'' said Peter Wallison a resident fellow at the American Enterprise Institute. ''If they fail, the government will have to step up and bail them out the way it stepped up and bailed out the thrift industry.''"

This picture should be pretty straightforward.  The numbers are the natural log of the average dollars traded per day YTD and the natural log of total assets held.  Note the distinct clustering of the two asset types.