PUBLICATIONS:

"A Robust Algorithm for Forecasting the S&P500 Index" (IntelliTrade, Inc., May 2017. PDF: 2.2 Mb)

"A Robust Algorithm for Forecasting the S&P500 Index" (IntelliTrade, Inc., May 2017. Word: 3.0 Mb)

"VAR and the Unreal World" (Risk, July 1998.  PDF: 96K)

"It's Time We Buried Value-at-Risk" (Risk Professional, July 1999. Word: 32K)

"Finance is not Physics" (Risk Professional, Oct 1999.  Word: 33K)

"Modelling Market Systems" (Risk Professional, Dec/Jan 1999.Word: 38K)

"Markets, Models, and Mathematics: A Reply to Beilis" (Word: 45K)

"A Framework for Managing Risk" (International Treasurer, Jan 2000) (Word: 71K)