SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by ISayMoo
October 3rd, 2020, 12:22 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213381

Re: Trump -- the last 100 days

UK bookmakers took them down too. Spoilsports.
by ISayMoo
October 3rd, 2020, 7:21 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213381

Re: Trump -- the last 100 days

Things look serious: Regeneron Confirms that REGN-COV2 Antibody Cocktail Provided to President Trump Under Compassionate Use Request What is Compassionate Use Request "In the USA, this type of compassionate use program is also known as an Expanded Access Program (EAP) and is intended for patients wi...
by ISayMoo
September 20th, 2020, 5:41 pm
Forum: Politics Forum
Topic: Time for BREXIT FAQ
Replies: 221
Views: 42336

Re: Time for BREXIT FAQ

Maybe Brexit killing the financial services industry in London would not be such a bad thing after all: https://www.bbc.co.uk/news/uk-54226107
by ISayMoo
September 19th, 2020, 12:42 pm
Forum: Off Topic
Topic: RIP thread
Replies: 152
Views: 22318

Re: RIP thread

Futurama had it solved:

Image
by ISayMoo
September 16th, 2020, 3:18 pm
Forum: Politics Forum
Topic: What is Borisism?
Replies: 237
Views: 22450

Re: What is Borisism?

Nah, UK - being the "old country" - has a "special relationship" with USA.
The last time this relationship worked in UK's favour was during the Falkland War.
by ISayMoo
September 16th, 2020, 3:17 pm
Forum: Off Topic
Topic: Can we start a thread on Australia?
Replies: 123
Views: 50567

Re: Can we start a thread on Australia?

He comes across as a nice chap in the story.
by ISayMoo
September 15th, 2020, 6:35 pm
Forum: Programming and Software Forum
Topic: C++20
Replies: 17
Views: 2361

Re: C++20

It feels like they're trying to become everything to everyone.
by ISayMoo
September 13th, 2020, 12:39 am
Forum: Off Topic
Topic: Animal storieS
Replies: 280
Views: 55069

Re: Animal storieS

by ISayMoo
September 12th, 2020, 3:19 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 310
Views: 63086

Re: Python tricks

Speed of Night, of course.

"I don't want to let another trade get by
The gamma's slipping through our fingers but we're not gonna sell
The hedge'll be our cover and we'll huddle on the floor
We got Bloomberg on our screens to track PnL"
by ISayMoo
September 11th, 2020, 12:16 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 310
Views: 63086

Re: Python tricks

Moving beyond the original question and beyond scope, using divided differences to compute greeks is OK for pedagogy 
Also OK for trading, in practice. Traders don't care about derivatives, the market doesn't move in epsilon increments (see Taleb).
by ISayMoo
September 11th, 2020, 12:15 pm
Forum: Programming and Software Forum
Topic: Quantlib Support
Replies: 10
Views: 504

Re: Quantlib Support

I don't know. Can you read the compiler error message to me again, but slower? The line is breaking.
by ISayMoo
September 11th, 2020, 12:08 am
Forum: Programming and Software Forum
Topic: Quantlib Support
Replies: 10
Views: 504

Re: Quantlib Support

Debugging C++ code over the phone qualifies as "cruel and unusual punishment" IMHO...
GZIP: On