SERVING THE QUANTITATIVE FINANCE COMMUNITY

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June 17th, 2010, 2:16 pm
Topic: High Frequency Futures?
Replies: 6
Views: 30175

### High Frequency Futures?

It seems that most high frequency trading is done in equities and FX. Do many people do HF futures trading strategies?
September 17th, 2009, 2:52 pm
Forum: Off Topic
Topic: Best iPhone Apps
Replies: 13
Views: 35687

### Best iPhone Apps

QuoteOriginally posted by: trackstarI am still in the BlackBerry camp myself, but if the iPhone offers Chess, that would be desirable.Plenty!My favourite at the moment is Shredder! Will try Fritz soon
April 23rd, 2009, 8:21 am
Forum: Student Forum
Topic: state variables, Kalman filter
Replies: 5
Views: 40328

### state variables, Kalman filter

Treat the constant c as an extra state variable. The state variable now becomes [x c], and G becomes [G 0;0 1] and the corresponding error term is zero.
April 16th, 2009, 11:29 am
Forum: General Forum
Topic: Riddle for a quant...
Replies: 14
Views: 41817

### Riddle for a quant...

Here is a counter-example:X = [ 1, 1, 1, 2, 2, 2, 2, 2, 2, 5 ]min = 1max = 5mean = 2median = 2std = 1.1547 < 1.3038 Edit: Damn Matlab!! std(X) = 1.1547 and std(X,1) = 1.0954. The difference being whether we divide by N or N-1.
January 23rd, 2009, 11:09 am
Forum: General Forum
Topic: RBS
Replies: 69
Views: 52731

### RBS

Deceptive! It confounds linear scale with area.
December 16th, 2008, 4:49 pm
Forum: Brainteaser Forum
Topic: WHY
Replies: 9
Views: 46388

### WHY

Yup. Misunderstanding. But I do agree with you that 'why' is the most confused and abuse of them all., what with the teleological, mechanistic, and intentional types of answers possible to such a question. If only we had separate words to represent each type of question.
December 16th, 2008, 4:13 pm
Forum: Brainteaser Forum
Topic: WHY
Replies: 9
Views: 46388

### WHY

QuoteOriginally posted by: quantystQuoteOriginally posted by: vixenWTF?Why the attitude?Why are you bothered by the question?Chill dude. Twas only a joke. I was trying to succinctly point out the other three letter interrogative that is now the accepted form for expressing confusion.
December 16th, 2008, 8:27 am
Forum: Brainteaser Forum
Topic: WHY
Replies: 9
Views: 46388

### WHY

WTF?
August 29th, 2008, 11:40 pm
Forum: Brainteaser Forum
Topic: Cute Cube Colored
Replies: 17
Views: 51851

### Cute Cube Colored

I think it should be the permutation of the 'faces' divided by the order of the rotation group of the n-cube.
July 23rd, 2008, 11:40 am
Forum: Brainteaser Forum
Topic: A Different Identical Twins But Different Puzzle!
Replies: 26
Views: 56573

### A Different Identical Twins But Different Puzzle!

You could do it by floating it in liquids of various densities and noting the depth below the surface.
July 16th, 2008, 1:31 pm
Forum: Brainteaser Forum
Topic: Least Time ... This One!
Replies: 14
Views: 53048

### Least Time ... This One!

Is it not independent of the slope, as long as it intersects the semi-circle?
July 15th, 2008, 3:54 pm
Forum: Brainteaser Forum
Topic: Least Time of Descent
Replies: 17
Views: 54149

### Least Time of Descent

Surely, it should be independent of h, no? I get
July 9th, 2008, 10:20 am
Forum: Brainteaser Forum
Topic: May The Calc Be With You!
Replies: 3
Views: 52090

### May The Calc Be With You!

July 8th, 2008, 1:41 pm
Forum: Brainteaser Forum
Topic: Stole It From The Net!
Replies: 5
Views: 52411

### Stole It From The Net!

P(n) ~ n^(-1/2) ... so tends to 0.
July 7th, 2008, 3:38 pm
Forum: Brainteaser Forum
Topic: Point Lost In A Polygon
Replies: 26
Views: 54856

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