Thursday, October 19, 2006

Unsolicited Letter to Microsoft

Dear Microsoft,
Please update the next version of Excel to include a portfolio variance and portfolio sigma function. Otherwise, we poor users have to resort to equations like this for a mere 6-asset optimization: =((AK18^2*$Q$5+ AK19^2*$R$6+ AK20^2*$S$7+ AK21^2*$T$8+ AK22^2*$U$9+ AK23^2*$V$10)+ (2*AK18*AK19*$Q$6+ 2*AK18*AK20*$Q$7+ 2*AK18*AK21*$Q$8+ 2*AK18*AK22*$Q$9+ 2*AK18*AK23*$Q$10+ 2*AK19*AK20*$R$7+ 2*AK19*AK21*$R$8+ 2*AK19*AK22*$R$9+ 2*AK19*AK23*$R$10+ 2*AK20*AK21*$S$8+ 2*AK20*AK22*$S$9+ 2*AK20*AK23*$S$10+ 2*AK21*AK22*$T$9+ 2*AK21*AK23*$T$10+ 2*AK22*AK23*$U$10))
If we call the new function "portvar," then the whole equation is simply: =portvar(I4:N142), and that is much more efficient.

Sunday, October 08, 2006


This weekend I (Rob) took a stroll down memory lane - and dragged Rachel with me. We attended my high school alma mater's football game; my first time at Friendswood High School in 10+ years. It was quite a hoot being back in the pastoral 'burb. Friendswood's band is much better than when I was first-chair saxophone. I showed Rachel the band hall and an old plaque with my name on it - documented proof that I had "leadership skills" back in high school. Kelleigh: I also have pictures of the Wranglerettes. My sister Kelleigh was once so limber she could put her feet behind her head. So could most of the Wranglerettes. After 10 years, they still look the same - like Macy's Rockettes on caffeine.

The next day (today) we visited Haak Vineyards in Santa Fe. To the best of our knowledge, it's the only vineyard brave enough to have settled in the swamps of the Gulf Coastal plains. Today is their "Haaktoberfest," complete with a Bavarian polka band, yodler, and lots of bratwurst. We encourage anyone in the greater Houston area to check the place out.