Serving the Quantitative Finance Community

Search found 6 matches

by Daniel0102
July 10th, 2011, 12:21 pm
Forum: The Quantitative Finance FAQs Project
Topic: Mathematica vs Matlab vs Maple, discuss
Replies: 82
Views: 274015

Mathematica vs Matlab vs Maple, discuss

Thanks a lot. Otherwise it would be hard to evaluate without the software itself.
by Daniel0102
July 2nd, 2011, 2:24 pm
Forum: The Quantitative Finance FAQs Project
Topic: Mathematica vs Matlab vs Maple, discuss
Replies: 82
Views: 274015

Mathematica vs Matlab vs Maple, discuss

Thanks Alan, the website provide certain useful informationWhat if it is not a function, but a parameter of a certain system which results in two outputs, and I would like to minimize one of them by altering the input parameter?
by Daniel0102
June 26th, 2011, 1:02 pm
Forum: The Quantitative Finance FAQs Project
Topic: Mathematica vs Matlab vs Maple, discuss
Replies: 82
Views: 274015

Mathematica vs Matlab vs Maple, discuss

<t>Hi all,I have been using Matlab during the college and grad school. However, my new job requires me to evaluate the usefulness of Mathematica and decide if the company should buy it.I am interested to know the capability of Mathematica and how I can make use of it. For example, how one can perfor...
by Daniel0102
September 25th, 2009, 11:22 pm
Forum: Student Forum
Topic: Reading in Algorithm Trading
Replies: 0
Views: 34364

Reading in Algorithm Trading

Recently start interested in algorithm trading. I would like to like is there is any reading for beginner in this area?
by Daniel0102
August 27th, 2009, 7:35 pm
Forum: Student Forum
Topic: Question about bootstraping
Replies: 2
Views: 35262

Question about bootstraping

I am calculating the expected shortfall using stock return data. After finding those data beyond the VaR, I subtracted their average by the predicted expected shortfall and want use bootstrap hypothesis test to confirm if it is zero.
by Daniel0102
August 26th, 2009, 10:51 pm
Forum: Student Forum
Topic: Question about bootstraping
Replies: 2
Views: 35262

Question about bootstraping

<t>I want to backtesting my method by checking a sample I calculated with the method against the hypothesis of mean zeroI want to use bootstrap for the hypothesis testing but I'm new to it. I do not know why I saw some material saying that I should adjust the sample mean to zero first. Can anybody p...