SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Polter
June 6th, 2015, 3:37 pm
Forum: Programming and Software Forum
Topic: C++ 2017
Replies: 63
Views: 11164

C++ 2017

<r>Here's where C++ is heading in 2017 -- including the C++17 standard as well as technical specifications (TS): Concepts, Concurrency, Filesystems, Graphics, Library Fundamentals, Modules, Networking, Parallelism, Reflection, Transactional Memory.Trip report: Spring ISO C++ meeting by Herb Sutter: ...
by Polter
May 16th, 2015, 8:20 pm
Forum: Programming and Software Forum
Topic: C++ package manager
Replies: 14
Views: 5854

C++ package manager

<r>More interesting slides from C++Now 2015:Biicode, a C/C++ dependency manager with a hosting servicehttp://github.com/boostcon/cppnow_presentations_2015/raw/master/files/dep_manager_workshop.pdfWhy in heaven there is no dependency management for C++?<URL url="http://github.com/boostcon/cppnow_pres...
by Polter
May 14th, 2015, 1:05 pm
Forum: Programming and Software Forum
Topic: C++ package manager
Replies: 14
Views: 5854

C++ package manager

<r>BTW, this seems interesting: <URL url="http://codesynthesis.com/projects/build2///">http://codesynthesis.com/projects/build2///</URL> Slides from C++Now 2015: <URL url="http://codesynthesis.com/projects/build2/doc/build2-cxxnow2015.pdf"><LINK_TEXT text="http://codesynthesis.com/projects/build ......
by Polter
May 9th, 2015, 10:28 am
Forum: Programming and Software Forum
Topic: C++ package manager
Replies: 14
Views: 5854

C++ package manager

<t>Yeah, tried Biicode (also mentioned in the thread Hansi linked), seems promising so far (after some configuration it boils down to include-and-go for building a project using a third party library like Boost or POCO). Still new and, consequently, doesn't have that many libs (last time I've checke...
by Polter
May 8th, 2015, 8:35 pm
Forum: Programming and Software Forum
Topic: FIVE years from now: can you predict the Software Landscape in anno 2023?
Replies: 740
Views: 240831

Three years from now: can you predict the Software Landscape in anno 2018?

<r>T4A: good point on the developing markets' importance and smartphone as the entry-level device; seems there's still potential: <URL url="http://www.gallup.com/poll/168797/africa-continues-going-mobile.aspxOn"><LINK_TEXT text="http://www.gallup.com/poll/168797/afric ... ile.aspxOn">http://www.gall...
by Polter
April 30th, 2015, 4:02 pm
Forum: Programming and Software Forum
Topic: FIVE years from now: can you predict the Software Landscape in anno 2023?
Replies: 740
Views: 240831

Three years from now: can you predict the Software Landscape in anno 2018?

<r>QuoteOriginally posted by: Traden4AlphaSmartphones now outsell PCs more than 3:1 (1000 million per year and climbing vs 300 million per year and falling).Microsoft is not going to go down without a fight, but I have to wonder whether they will be the next IBM or Digital Equipment Corp. Mainframes...
by Polter
April 28th, 2015, 12:56 pm
Forum: Programming and Software Forum
Topic: sample cuda problems in finance
Replies: 143
Views: 52895

sample cuda problems in finance

<r>Some food for thought: Stepanov's litmus test in a scary, heterogeneous world: does C++ still pass?Slides: <URL url="http://accu.org/content/conf2015/AlexVoicu-Stepanov_Litmus_Test.pdf"><LINK_TEXT text="http://accu.org/content/conf2015/AlexVo ... s_Test.pdf">http://accu.org/content/conf2015/AlexV...
by Polter
April 25th, 2015, 7:45 am
Forum: Programming and Software Forum
Topic: Shuffling arrays- EXCEL VBA
Replies: 16
Views: 4675

Shuffling arrays- EXCEL VBA

<r>You can even implement your own sorting algorithm in Excel:<URL url="http://www.slideshare.net/Felienne/spreadsheets-for-developershttp://www.youtube.com/watch?v=0CKru5d4GPk//"><LINK_TEXT text="http://www.slideshare.net/Felienne/spre ... ru5d4GPk//">http://www.slideshare.net/Felienne/spreadsheets...
by Polter
April 13th, 2015, 9:11 am
Forum: Programming and Software Forum
Topic: GitHub
Replies: 29
Views: 8571

GitHub

<r><URL url="http://pages.github.com/">http://pages.github.com/</URL> may work for content distribution (lecture notes).Perhaps <URL url="http://www.gitbook.com/">http://www.gitbook.com/</URL> for the course materials -- possibly in conjunction with <URL url="http://gist.github.com/">http://gist.git...
by Polter
April 10th, 2015, 8:50 am
Forum: Programming and Software Forum
Topic: Better Programming Environment
Replies: 22
Views: 115464

Better Programming Environment

outrun: yeah, also liked PyCharm, nice support for testing!
by Polter
April 9th, 2015, 4:07 pm
Forum: Programming and Software Forum
Topic: Better Programming Environment
Replies: 22
Views: 115464

Better Programming Environment

ReSharper C++: https://www.jetbrains.com/resharper-cpp/ReSharper C++ Feature Overview
by Polter
April 9th, 2015, 1:42 pm
Forum: Numerical Methods Forum
Topic: What does ?convergence? in Monte Carlo simulation mean?
Replies: 96
Views: 8824

What does ?convergence? in Monte Carlo simulation mean?

<r>QuoteDecreasing dt and/or increasing NSIM means nothing.We do, in fact, have some theory for this; see "Efficient Monte Carlo Simulation of Security Prices" by Darrell Duffie and Peter Glynn.PDF: <URL url="http://www.darrellduffie.com/uploads/pubs/DuffieGlynn1995.pdfQuoteWe"><LINK_TEXT text="http...
by Polter
April 6th, 2015, 6:32 pm
Forum: Programming and Software Forum
Topic: boost::bind + boost::math::quantile
Replies: 29
Views: 18474

boost::bind + boost::math::quantile

<r>Yeah, Boost.Accumulators offers The Statistical Accumulators Library.Haven't used it for quantiles (although it appears several algorithms for these are present), but it was very handy for several statistical benchmarks (where the on-line aspect simplified tracking considerably).<URL url="http://...
by Polter
April 6th, 2015, 2:01 pm
Forum: Programming and Software Forum
Topic: I LOVE FORTRAN
Replies: 20
Views: 7875

I LOVE FORTRAN

Cuch: here goes, have fun! ;-)ARCHER TechForum Mar 2015 Not-so-old Fortran
by Polter
April 5th, 2015, 6:44 pm
Forum: Programming and Software Forum
Topic: boost::bind + boost::math::quantile
Replies: 29
Views: 18474

boost::bind + boost::math::quantile

<r>Taken a look at Josuttis, I see; in C++14, I'd use generalized return type deduction for his `returnLambda` example.As for the quantification -- this is a good question; call can be an order of magnitude slower than non-virtual function -- slowdown can be (significantly!) greater or lower dependi...
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