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by r00kie
December 8th, 2011, 3:06 am
Forum: Programming and Software Forum
Topic: openACC success stories
Replies: 2
Views: 16240

openACC success stories

NVIDIA Announces Initial Results of Directives-Based GPU Computing Program
by r00kie
November 4th, 2011, 1:22 am
Forum: Programming and Software Forum
Topic: C vs C++ ...
Replies: 54
Views: 22927

C vs C++ ...

C vs C++ by Linus Torvalds
by r00kie
October 20th, 2011, 8:12 am
Forum: Programming and Software Forum
Topic: Roslyn
Replies: 7
Views: 18607

Roslyn

I see a lot of use, not directly though. New tools and addons for IDE will improve development. In VS 2010 refactoring, intellisense, etc. is so much better in C# compared to C++...
by r00kie
October 20th, 2011, 7:43 am
Forum: Programming and Software Forum
Topic: Roslyn
Replies: 7
Views: 18607

Roslyn

Microsoft-RoslynA new compiler project in C# and VB. Very interesting. Is there anything similar for Java or C++?
by r00kie
October 10th, 2011, 2:36 am
Forum: Book And Research Paper Forum
Topic: Must read books for Option trading?
Replies: 4
Views: 21675

Must read books for Option trading?

Can you list some good books on Option trading? Covering different spreads, greeks, strategies etcPS: The book need NOT discuss option pricing(BSM etc).
by r00kie
May 11th, 2011, 2:08 am
Forum: Programming and Software Forum
Topic: R to exe and R to .NET dll
Replies: 4
Views: 24954

R to exe and R to .NET dll

Thanks. I will look into them.
by r00kie
May 10th, 2011, 8:25 am
Forum: Programming and Software Forum
Topic: R to exe and R to .NET dll
Replies: 4
Views: 24954

R to exe and R to .NET dll

<r>How can I convert R scripts to standalone executable? (similar to Matlab compiler- <URL url="http://www.mathworks.com/products/compiler/">http://www.mathworks.com/products/compiler/</URL>)Also how can I build .NET dll from R script? (similar to Matlab .NET Builder- <URL url="http://www.mathworks....
by r00kie
February 18th, 2011, 8:16 am
Forum: The Quantitative Finance FAQs Project
Topic: Subjects, please...
Replies: 430
Views: 336194

Subjects, please...

What is martingale? semi-martingale? super-martingale?is covered call exactly same as short naked put?
by r00kie
February 18th, 2011, 2:00 am
Forum: Programming and Software Forum
Topic: GOTO
Replies: 65
Views: 27580

GOTO

<t>Nothing wrong with goto per se. But if one wants to strictly follow structured programming model - then goto should be avoided. In that case its not only goto but anything that breaks program structure should be avoided. For example - multiple return statements in a single function. Sometimes bre...
by r00kie
February 16th, 2011, 2:38 am
Forum: Programming and Software Forum
Topic: GPU Application on High Frequency Trading
Replies: 11
Views: 28387

GPU Application on High Frequency Trading

I don't know if this answers your question, but have a look at openCL. It supports heterogeneous computing. Which means number crunching can be done on GPU and logic/control part can be done on CPU.
by r00kie
February 8th, 2011, 2:08 am
Forum: Numerical Methods Forum
Topic: Mersenne Twister repetition of rnd num seq
Replies: 10
Views: 27744

Mersenne Twister repetition of rnd num seq

Its not possible.MT has a huge period and the sub sequence occurs many times. Knowing only X and Y it is not possible to determine Y+1.
by r00kie
February 7th, 2011, 2:47 am
Forum: Programming and Software Forum
Topic: A 623-dimensionally equidistributed uniform pseudo-random number generator
Replies: 31
Views: 31500

A 623-dimensionally equidistributed uniform pseudo-random number generator

Slightly off topic...How does George Marsaglia's CMWC4096() compare with MT? in terms of speed, space and randomness? Has anyone used it? (it is supposed to have massive periods!)
by r00kie
January 25th, 2011, 2:12 am
Forum: Programming and Software Forum
Topic: Quantlib on VS2010 - Help!
Replies: 6
Views: 24579

Quantlib on VS2010 - Help!

@All - Thanks for the help!@edouard - Excellent blog! Looking forward to more articles.
by r00kie
January 24th, 2011, 9:40 am
Forum: Programming and Software Forum
Topic: Quantlib on VS2010 - Help!
Replies: 6
Views: 24579

Quantlib on VS2010 - Help!

Seems like an old, known problem. But I could not find any relevant help on google.I get "unknown microsoft compiler" error when I try to build Quantlib in Visual Studio 2010. Any work around? ps: I would prefer not to go back to older Visual Studio versions.
by r00kie
January 24th, 2011, 2:02 am
Forum: Numerical Methods Forum
Topic: MC vs QMC
Replies: 13
Views: 23573

MC vs QMC

<t>Thanks. But I still need some clarification - QuoteOrder matters because you want a low-discrepancy sequence; basically you want about as much points in all subsets of the same size over [0,1]^d (this statement is a simplification of course).Suppose I fix my number of steps to some constant value...
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