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by PaperCut
June 9th, 2009, 1:49 pm
Forum: Numerical Methods Forum
Topic: MATLAB funny computation time
Replies: 13
Views: 40955

MATLAB funny computation time

<r>QuoteOriginally posted by: msperlinQuoteOriginally posted by: jawabeansounds like warm-up after system startYou could have a look in this:<URL url="http://www.mathworks.com/matlabcentral/fileexchange/18798which"><LINK_TEXT text="http://www.mathworks.com/matlabcentral/ ... 18798which">http://www.m...
by PaperCut
June 8th, 2009, 6:41 pm
Forum: Numerical Methods Forum
Topic: MATLAB funny computation time
Replies: 13
Views: 40955

MATLAB funny computation time

<t>QuoteOriginally posted by: CuchulainnWhat happens if you hit F5 a third time? wha's a 'tic-toc'?Strange indeed. Have you tried putting in wall clock before, in and after the main loops? just an idea. Maybe the matrix is misbehaving.It seems to have settled into a 'groove' of about 0.0014 seconds ...
by PaperCut
June 8th, 2009, 5:46 pm
Forum: Numerical Methods Forum
Topic: MATLAB funny computation time
Replies: 13
Views: 40955

MATLAB funny computation time

<t>Add this to the list of weird stuff I thought I understood. I wrote an implicit FD solver for an option price. Using "tic toc" I see it takes 5.7 milliseconds to execute.Then, I moved the m-file into a subdirectory and re-executed the code: 0.238 seconds.Hit F5 again and it takes 0.0318 seconds. ...
by PaperCut
June 5th, 2009, 2:08 pm
Forum: Economics Forum
Topic: Leading Economic Indicators
Replies: 20
Views: 45636

Leading Economic Indicators

This question is in earnest; it's not a statement marquerading as a question.Is there any way that this mess doesn't end up in a state of USD hyperinflation?
by PaperCut
June 4th, 2009, 9:27 pm
Forum: Off Topic
Topic: Casting for the upcoming Blockbuster film "The Wilmotters"
Replies: 225
Views: 150082

Casting for the upcoming Blockbuster film "The Wilmotters"

Ok, I'll settle for Mike Myers if Liz comes with. Meow!!
by PaperCut
June 4th, 2009, 2:14 pm
Forum: Off Topic
Topic: Casting for the upcoming Blockbuster film "The Wilmotters"
Replies: 225
Views: 150082

Casting for the upcoming Blockbuster film "The Wilmotters"

QuoteCasting for the upcoming Blockbuster film "The Wilmotters"Can I be played by this guy?
by PaperCut
June 3rd, 2009, 12:19 pm
Forum: Off Topic
Topic: Casting for the upcoming Blockbuster film "The Wilmotters"
Replies: 225
Views: 150082

Casting for the upcoming Blockbuster film "The Wilmotters"

Sorry. I thought it was funny, but I think I posted it in the wrong thread.
by PaperCut
June 2nd, 2009, 11:05 pm
Forum: Off Topic
Topic: Casting for the upcoming Blockbuster film "The Wilmotters"
Replies: 225
Views: 150082

Casting for the upcoming Blockbuster film "The Wilmotters"

コピーして愚かがあり、実際にこれを翻訳するのに時間をかけたこ とを考えたらこのこれをコピーアンドペーストしなさい
by PaperCut
June 1st, 2009, 12:55 pm
Forum: Economics Forum
Topic: Gold - the next bubble?
Replies: 35
Views: 43779

Gold - the next bubble?

<t>QuoteOriginally posted by: Traden4AlphaAren't both our statements correct? Although most people can have the knowledge and tools to assay gold, most people don't have the knowledge and tools to do so. Yes, I think we are both right. My view on the whole thing isn't really the convenience or wides...
by PaperCut
June 1st, 2009, 2:23 am
Forum: Careers Forum
Topic: Bogus jobs on the job board?
Replies: 22
Views: 45300

Bogus jobs on the job board?

<t>Apparently the UK has some fairly stringent laws about sending out a candidate's resume without his or her consent. I wish the US had this law as well.In addition I would love to see regulation that prevents phoney job ads. The fraud is pretty clear: they are trying very hard to indicate that the...
by PaperCut
June 1st, 2009, 2:17 am
Forum: General Forum
Topic: Online curve bootstrapping and swap valuation
Replies: 2
Views: 38948

Online curve bootstrapping and swap valuation

Well it's just QuantLib, right?
by PaperCut
June 1st, 2009, 2:15 am
Forum: Economics Forum
Topic: Gold - the next bubble?
Replies: 35
Views: 43779

Gold - the next bubble?

<t>QuoteOriginally posted by: Traden4Alpha...You can't eat gold and most people in today's world don't have the knowledge or confidence to recognize pure gold from counterfeit gold... Sorry Bro. These days an ordinary Shmoe can do a gold assay no problem. Also I suppose there's Archimedes' density t...
by PaperCut
June 1st, 2009, 2:02 am
Forum: Technical Forum
Topic: What's a good model for intra-day microscopic price movement?
Replies: 5
Views: 39012

What's a good model for intra-day microscopic price movement?

<t>QuoteOriginally posted by: mizhaelQuoteOriginally posted by: PaperCutQuoteOriginally posted by: mizhaelHi all,At high frequency, all price movements are discontinuous and are like random walks...So are there discontinous model random walk types of models for modeling the microscopic price movemen...
by PaperCut
May 29th, 2009, 7:30 pm
Forum: Technical Forum
Topic: What's a good model for intra-day microscopic price movement?
Replies: 5
Views: 39012

What's a good model for intra-day microscopic price movement?

<t>QuoteOriginally posted by: mizhaelHi all,At high frequency, all price movements are discontinuous and are like random walks...So are there discontinous model random walk types of models for modeling the microscopic price movement for high frequency?Thanks!Gatheral's lecture from 2003 "Modeling th...
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