Thursday, March 30, 2006

Week 3 HW Wed. Q25

The march to graduation continues ...

Game Theory

I usually read my game theory book on Wednesday. But last night I worked on PTAP. I'll probably read my game theory book tonight. We only have one chapter to cover this week.


I worked on Project 1 last night. He gave us data for a T-bill, the Russell, S&P and two other assets. The data was the monthly return for each asset for every month in the 1990's. Last night, I worked on averages, standard deviations, covariance and correlation. After I gathered that data, I started to pull it all together to find the portfolio return and risk. Once I did that, then I needed to use Solver to minimize SD while constraning it to a return. I don't think I did it quite right, but at least I know what's going on so I can ask the right questions for our study group tomorrow.

Quixote Update
Chapter 25

I think this is going to be an unusal chapter. There was a lot of talking between Quixote and Sancho. I barely made a dent in the chapter last night before I fell asleep.

Chess Update

After working hard on the project for 3 hours, I played a couple of games of chess. The first game was against a much lower rated player and I won it easily. The second was an unrated game and it too was an easy win.

The 3/30/06 puzzle is 18. ? I think Nh6+ is the move. The idea I have is to get the queen on h6 and then open up the diagonal for the b2 bishop in order to mate on g7.

The answer is Rc7. The tactic is actually pretty cool. Didn't see this one! Check out the game.

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