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Investment and Trading

Portfolio Management

NYSSA Asset Allocation article
Portfolio Management and R
Commodity Trading Advsors Classified

Position Sizing

Risk Aversion
Kelly Criterion

Annual Trading Year in Review

Trading Challenges in 2011
Trading Environment in 2012

Investment Management Instructional Videos

Portfolio Construction
Estimating Beta and the Sharpe Ratio

Patent: Structured Product

Constant-Leverage ETFs

Garrett Asset Management is a systematic trader in ETFs and financial / commodity futures.  The firm was founded in 2009.


We emphasize research in portfolio construction, position sizing, and the development of technical trading models for different market conditions.


Contact information:

Elliot Noma, the founder of Garrett Asset Management had over 20 years experience in financial markets. Dr. Noma has a Ph.D. from the University of Michigan in mathematical psychology. Until 2008 Dr. Noma ran a fund that invested in commodity trading advisers.


In 2012, Dr. Noma was awarded a patent for a new type of leveraged ETF. He also teaches in the business school at Montclair State University.


In a recent GARP webinar, Dr. Noma spoke about evaluation biases when monitoring risk while pursuing high returns

Software

Android apps

New Jersey rail commuters

R Software packages

Coloring a Venn Diagram
Block Letter a Message
Highlight Regions in a Scatter Plot

Data visualization / ergonomics

Thoughts on human factors design

Psychological Measurement
chapter 10
  Multidimensional Scaling
chapter 11
  Cluster Analysis

Scaling and Psychophysics