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by Kadence
February 16th, 2011, 5:34 am
Forum: General Forum
Topic: Why do Skewness and Kurtosis adjusted Black-Scholes models perform worse in hedging than unadjusted Black-Scholes?
Replies: 2
Views: 23312

Why do Skewness and Kurtosis adjusted Black-Scholes models perform worse in hedging than unadjusted Black-Scholes?

Thank you. Has there ever been a diffusion proposed to model the fat tail/leptokurtic distribution?
by Kadence
February 11th, 2011, 2:38 pm
Forum: General Forum
Topic: Why do Skewness and Kurtosis adjusted Black-Scholes models perform worse in hedging than unadjusted Black-Scholes?
Replies: 2
Views: 23312

Why do Skewness and Kurtosis adjusted Black-Scholes models perform worse in hedging than unadjusted Black-Scholes?

<t>The paper Skewness and Kurtosis Adjusted Black-Scholes Model: A Note on Hedging Performance by Sami Vähämaa discusses the hedging performance of skewness and kurtosis adjusted models for the pricing of options. According to the paper, these models price options more accurately, but their performa...
by Kadence
January 19th, 2011, 6:21 am
Forum: Programming and Software Forum
Topic: What are the most popular software development environment for quant software?
Replies: 30
Views: 31544

What are the most popular software development environment for quant software?

<r>QuoteOriginally posted by: quantmehQuoteOriginally posted by: KadenceI've used it on Linux with g++. Never done GUI stuff before, just purely numerical/modeling programs.right, but what was your IDE? emacs?Whoops sorry missed this post earlier. Yeah my IDE was just a text editor, pico I have no f...
by Kadence
January 11th, 2011, 3:11 pm
Forum: Programming and Software Forum
Topic: What are the most popular software development environment for quant software?
Replies: 30
Views: 31544

What are the most popular software development environment for quant software?

<t>QuoteOriginally posted by: quantmehQuoteOriginally posted by: KadenceYes, I've been coding in C++ so far.so what you've been using so far?it's great that there are people who code in C++ and don't code for WindowsI've used it on Linux with g++. Never done GUI stuff before, just purely numerical/m...
by Kadence
January 11th, 2011, 9:47 am
Forum: Programming and Software Forum
Topic: What are the most popular software development environment for quant software?
Replies: 30
Views: 31544

What are the most popular software development environment for quant software?

Yes, I've been coding in C++ so far. I might look into C# but for now I think I'll stick with C++ since I'm familiar with that, and maybe learn C# after I've gained experience with VS.
by Kadence
January 11th, 2011, 9:10 am
Forum: Programming and Software Forum
Topic: What are the most popular software development environment for quant software?
Replies: 30
Views: 31544

What are the most popular software development environment for quant software?

<t>Thanks for the tradelink link, looks interesting, I'll look into that.What's a good book or learning resource to learn these Visual Studio settings and so forth mentioned? Note that I'd prefer more of a compact book that covers the "most important"/"need to know" stuff, rather than a large tome t...
by Kadence
January 9th, 2011, 10:21 pm
Forum: Programming and Software Forum
Topic: What are the most popular software development environment for quant software?
Replies: 30
Views: 31544

What are the most popular software development environment for quant software?

Thanks for the responses.If one limits it to C++, would it be better to gain experience with Visual Studio than Qt? Or is this more of an "it depends" thing with no real answer?
by Kadence
January 6th, 2011, 4:48 am
Forum: Programming and Software Forum
Topic: What are the most popular software development environment for quant software?
Replies: 30
Views: 31544

What are the most popular software development environment for quant software?

What is/are the most popular environment(s) for the development of quant software? For instance Qt, Visual Studio, etc. Or does the typical quant software writer not use an IDE?
by Kadence
May 21st, 2008, 6:35 pm
Forum: Student Forum
Topic: Modeling individual means for a ratings process - weighting global vs. individual means
Replies: 4
Views: 55148

Modeling individual means for a ratings process - weighting global vs. individual means

I don't really have an actual problem, this is an in-general question on modeling subset averages incorporating the global population mean, and applies to many things.
by Kadence
May 20th, 2008, 10:42 pm
Forum: Student Forum
Topic: Modeling individual means for a ratings process - weighting global vs. individual means
Replies: 4
Views: 55148

Modeling individual means for a ratings process - weighting global vs. individual means

<t>Perhaps it would be better to approach this from the individual book's perspective.For instance a book has 7 ratings, with an average of 8 and variance of 9. And let's say the global variance is 5, global mean 6.So knowing the local and global averages and variances for this book, what's the best...
by Kadence
May 14th, 2008, 2:15 pm
Forum: Student Forum
Topic: Modeling individual means for a ratings process - weighting global vs. individual means
Replies: 4
Views: 55148

Modeling individual means for a ratings process - weighting global vs. individual means

<t>What methodologies are commonly used to model the mean of a population member's value for some metric, given the global mean and with a small sample for the population member?For instance, say we're talking about book reviews where the database has 10,000 reviews (with data, so one can compute gl...
by Kadence
November 28th, 2004, 6:01 am
Forum: Off Topic
Topic: Take the 1898 King Edward?s School in Birmingham enterance exam for 11-year-olds
Replies: 12
Views: 172457

Take the 1898 King Edward?s School in Birmingham enterance exam for 11-year-olds

Some questions seem quite intimidating...but who knows what the score distributions were for this exam Perhaps 20% was a "passing" grade.Or maybe admissions were highly correlated with parent donations.
by Kadence
November 24th, 2004, 5:57 pm
Forum: Off Topic
Topic: End Times
Replies: 74
Views: 174312

End Times

<t>I've always found eschatology to be a fascintating subject. When I was a kid I always watched shows about Nostradamus and the end of the world and stuff like that. Various eschatological myths are intriguing to me--from the Egyptians to the Mayans to Muslims and Christians. The themes of these st...
by Kadence
November 23rd, 2004, 7:18 pm
Forum: Off Topic
Topic: WORLD'S WORST MUSIC?
Replies: 15
Views: 170189

WORLD'S WORST MUSIC?

I've never been fond of country music, though nothing specific comes to mind.