SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by chocolatemoney
July 10th, 2014, 10:00 am
Forum: Careers Forum
Topic: MOOC statement on a resume
Replies: 6
Views: 6017

MOOC statement on a resume

<t>I see that collecting MOOC certificates is now a hot trend. I have seen LNKD profiles with over 10 mooc certificates cerefully listed. This may not apply to every mooc but in general I think it is a pity because that time could have been better spent on other stuff, f.ex. open-source projects: wo...
by chocolatemoney
June 10th, 2014, 7:29 pm
Forum: Programming and Software Forum
Topic: Apple's swift
Replies: 48
Views: 9681

Apple's swift

<t>QuoteOriginally posted by: HansiI read a few bits of the book they published yesterday and it seems quite nice. Miles better than Obj-C imo. And if you have existing stuff you can mix and match very easily as long as you target iOS7+ or Mac OS 10.9+. So you can have C, Obj-C, Obj-C++, Switft etc ...
by chocolatemoney
February 12th, 2014, 8:49 am
Forum: Numerical Methods Forum
Topic: Regression on different frequencies predictors
Replies: 9
Views: 6750

Regression on different frequencies predictors

<t>QuoteOriginally posted by: quartzQuoteOriginally posted by: chocolatemoneyJust to clarify: I did not understand how the conversation switched from a regression problem to the covariance matrix estimation.Central rule of quantdom: When in doubt, assume normality. Always.True. The central rule of q...
by chocolatemoney
February 11th, 2014, 7:11 pm
Forum: Numerical Methods Forum
Topic: Regression on different frequencies predictors
Replies: 9
Views: 6750

Regression on different frequencies predictors

Just to clarify: I did not understand how the conversation switched from a regression problem to the covariance matrix estimation.
by chocolatemoney
February 5th, 2014, 8:47 am
Forum: Programming and Software Forum
Topic: Haskell
Replies: 27
Views: 9133

Haskell

<t>QuoteOriginally posted by: katastrofa"The data and model silos are often not integrated into a production environment with version control, audit trails and other risk management best practices. "BS, everyone uses version control in finance. The guy sounds like a salesman.It is indeed their sales...
by chocolatemoney
January 21st, 2014, 7:58 pm
Forum: Numerical Methods Forum
Topic: How to find the best Bayesian posterior distribution given observed data?
Replies: 10
Views: 7525

How to find the best Bayesian posterior distribution given observed data?

<t>Follow-up thoughts: if your sample is small, some priors may in-fact reduce the degrees of freedom of your model, by constraining the parameters in a margin. I missed the part where the OP mentions that he's dealing with limited sample sizeI'd be interested in reading something more on the topic....
by chocolatemoney
January 21st, 2014, 2:49 pm
Forum: Numerical Methods Forum
Topic: How to find the best Bayesian posterior distribution given observed data?
Replies: 10
Views: 7525

How to find the best Bayesian posterior distribution given observed data?

<t>QuoteOriginally posted by: deano1949Thanks so much for your advice. It is really helpful. I am a fresher here, learning the rules and culture of this forum. TBH It is pretty cool and useful forum, I should had discovered it lot earlier. Somehow, I think I found the solution. For the bayesian infe...
by chocolatemoney
January 8th, 2014, 1:29 pm
Forum: Book And Research Paper Forum
Topic: Looking for the best book on Monte Carlo Development in C++
Replies: 4
Views: 6935

Looking for the best book on Monte Carlo Development in C++

(+1) Glasserman even if the quality of print is very modest: ink is somehow fading..
by chocolatemoney
December 18th, 2013, 9:38 am
Forum: Programming and Software Forum
Topic: Haskell
Replies: 27
Views: 9133

Haskell

<t>QuoteOriginally posted by: katastrofaQuoteOriginally posted by: chocolatemoneyQuoteSingle paradigm languages have no future IMO. A follow-on is that it tends to promote <quote>zealous evangelism<unquote> I have seen some great commercial projects being built in Haskell. Primarily Internet back-en...
by chocolatemoney
December 18th, 2013, 7:52 am
Forum: Trading Forum
Topic: Sharpe's Ratio for a trading strategy
Replies: 4
Views: 7408

Sharpe's Ratio for a trading strategy

<r>QuoteOriginally posted by: nonlinear5QuoteOriginally posted by: chocolatemoneyHow do you get to your "Standard deviation of all trade returns" exactly ?I think we may have a problem there.I simply used the STDEV function in Excel, over the range of all 544 trades.You may have already figured it o...
by chocolatemoney
December 18th, 2013, 7:29 am
Forum: Programming and Software Forum
Topic: Haskell
Replies: 27
Views: 9133

Haskell

<t>QuoteSingle paradigm languages have no future IMO. A follow-on is that it tends to promote <quote>zealous evangelism<unquote> I have seen some great commercial projects being built in Haskell. Primarily Internet back-ends. F.ex. part of Facebook backend has been redesigned in Haskell.Haskell is a...
by chocolatemoney
December 17th, 2013, 11:51 am
Forum: Programming and Software Forum
Topic: Haskell
Replies: 27
Views: 9133

Haskell

QuoteOriginally posted by: katastrofaFP is more of a design pattern than the universal programming paradigm its fanatics claim it to be.True: "referential transparency or death"
by chocolatemoney
December 17th, 2013, 11:29 am
Forum: Trading Forum
Topic: Sharpe's Ratio for a trading strategy
Replies: 4
Views: 7408

Sharpe's Ratio for a trading strategy

How do you get to your "Standard deviation of all trade returns" exactly ?I think we may have a problem there.
by chocolatemoney
December 16th, 2013, 7:31 am
Forum: Trading Forum
Topic: HFT Algorithms
Replies: 20
Views: 9106

HFT Algorithms

<t>QuoteOriginally posted by: maxwThis might sound like a stupid question. But where do I find a mentor? Look up hft firms and see if someone will talk to me?I tried contacting someone who did it at elite traders. He told me to give up before I even started seeing I didn't have the infrastructure to...
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