Philip M Halperin


Less Serious:

Music to the Risk Manager's Ear
The Flagpole - A Fable
The Short Put - A Fable
The Balloonist - A Fable
Devil's Dictionary for Options Trading
Devil's Dictionary for Risk Management

Less Humorous:

Trading Signature Analysis: Trader Prototypes
Trading Signature Analysis: A War Story
VAR - The Questions We Should be Asking (Draft)
Simple Calculations 1- The Effect of Bid-Offer Spread on Option Response
Simple Calculations 2- Closing a Ratio Spread and the Generalised Butterfly
Accepted Article Outline - Trading Signature Analysis

ęCopyright Notice

"Worldly Wisdom" Magazine Columns

Coming soon:

Anthropological Cultural Context, the Leeson and Hamanaka Affairs, and How to Do It in Russia
How to tell if a trader will lose money
Risk aversion and risk positivity
On organisational structure and the politics of Risk Management
A few more simple calculations that nobody ever makes
The fallacy of the "convenience yield" in commodity futures
Paradigm shift applied to Trading and Risk Management
Why everyone hates the IT department
Cool correlation fallacies and other irksome details

In this portion of the website, I will add various articles, notes, and short thought pieces on various aspects of risk management and derivatives trading management, written from the point of view of an experienced practitioner. At the moment, there a few items up, but more are in pipeline. Please note your reactions in my Guestbook and feel free to criticise. ---Philip

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