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by chocolatemoney
November 26th, 2013, 7:52 am
Forum: Programming and Software Forum
Topic: C# Quiz
Replies: 27
Views: 9495

C# Quiz

<r>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: chocolatemoneyQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: chocolatemoneyI think on my side the most annoying missing feature of .net (or F# in the specific) is the lack of higher kinded-types: <URL url="http://cs....
by chocolatemoney
November 25th, 2013, 3:00 pm
Forum: Programming and Software Forum
Topic: C# Quiz
Replies: 27
Views: 9495

C# Quiz

<r>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: chocolatemoneyI think on my side the most annoying missing feature of .net (or F# in the specific) is the lack of higher kinded-types: <URL url="http://cs.hubfs.net/topic/None/59392Can">http://cs.hubfs.net/topic/None/59392Can</URL> y...
by chocolatemoney
November 25th, 2013, 1:33 pm
Forum: Programming and Software Forum
Topic: C# Quiz
Replies: 27
Views: 9495

C# Quiz

I think on my side the most annoying missing feature of .net (or F# in the specific) is the lack of higher kinded-types: http://cs.hubfs.net/topic/None/59392
by chocolatemoney
November 23rd, 2013, 11:57 am
Forum: Programming and Software Forum
Topic: C# Quiz
Replies: 27
Views: 9495

C# Quiz

<t>QuoteOriginally posted by: CuchulainnCode bloat is least worrisome(buy more h/w). My brain's neurons are C++ template hard-wired and C# 'numerics' are just meshuggah.I am on a very tight budget: I'll soon celebrate the 5th b.day of my laptop. BTW: congratulations for the 25th anniversary of Datas...
by chocolatemoney
November 22nd, 2013, 12:20 pm
Forum: Programming and Software Forum
Topic: C# Quiz
Replies: 27
Views: 9495

C# Quiz

<t>I am new to .net, recently started working with F# coming from Scala. I have a question on @BramJ post above: Statically resolved type parameters are powerful but require inlining.They work great but if used in abundance, wouldn't they lead to a significant expansion of the size of the compiled c...
by chocolatemoney
November 22nd, 2013, 11:26 am
Forum: Programming and Software Forum
Topic: C# Numerical Library
Replies: 14
Views: 32499

C# Numerical Library

<t>[.. continues from above ..]It is very important to me to have nice slicing and conditional slicing operators.I was even considering writing an ad-hoc dataframe class wrapped around a proper matrix class, rather than shifting data back and forth to the Deedle dataframe; but I am not sure if I'll ...
by chocolatemoney
November 22nd, 2013, 11:18 am
Forum: Programming and Software Forum
Topic: C# Numerical Library
Replies: 14
Views: 32499

C# Numerical Library

<r>I just questioned the need of a Vector class. I come from the school of thoughts a vector is a 1xn or nx1 matrix, and I'd like to choose if I'd like to have a row or a col vector, and I rather have one single operator (*) that does the alg. multiplication where I take care of transposing, rather ...
by chocolatemoney
November 22nd, 2013, 8:29 am
Forum: Programming and Software Forum
Topic: F# linear algebra libs
Replies: 0
Views: 6065

F# linear algebra libs

<r>Any experience with F# for Numerics (<URL url="http://www.ffconsultancy.com/products/fsharp_for_numerics/index.html"><LINK_TEXT text="http://www.ffconsultancy.com/products/f ... index.html">http://www.ffconsultancy.com/products/fsharp_for_numerics/index.html</LINK_TEXT></URL>) or Statfactory Fcor...
by chocolatemoney
November 22nd, 2013, 8:09 am
Forum: Programming and Software Forum
Topic: C# Numerical Library
Replies: 14
Views: 32499

C# Numerical Library

<t>Any experience with statfactory FCore or F# for Numerics?I am not very happy with the design of math.net - first of, the decision to have a Vector class with its weird left and right multiplication.Thanks. PS: My requirements:- quick, running on MKL. - as close as possible to matlab, with compact...
by chocolatemoney
October 31st, 2013, 1:39 pm
Forum: Trading Forum
Topic: Long AAPL / Short GOOG Trade
Replies: 16
Views: 7094

Long AAPL / Short GOOG Trade

Nice one! I will save it for the next investor due-dil.
by chocolatemoney
October 31st, 2013, 9:19 am
Forum: Trading Forum
Topic: Long AAPL / Short GOOG Trade
Replies: 16
Views: 7094

Long AAPL / Short GOOG Trade

<t>QuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: AlanQuoteOriginally posted by: AnalyticalVegaLong AAPL P/E - 12.93 Stock off All Time High of 680, now trading around 520Short GOOG P/E- 28.85 stock at All Time HighsA calendar strategy seems reasonableCall Spread for AAPL, Put S...
by chocolatemoney
September 26th, 2013, 8:31 am
Forum: Book And Research Paper Forum
Topic: book Simulation-based Optimization
Replies: 5
Views: 6899

book Simulation-based Optimization

google has been very sweet to me.give it a shot
by chocolatemoney
September 25th, 2013, 6:49 am
Forum: General Forum
Topic: Duh!
Replies: 9
Views: 6936

Duh!

<t>QuoteOriginally posted by: GamalWho cares how much your VaR is? It's not a traded asset, it's only for regulatory and accounting purposes, the error of 10% is nothing. You can take any distribution you want.Only one thing is important - stability. If your VaR changes too much in one short time pe...
by chocolatemoney
September 25th, 2013, 6:31 am
Forum: Book And Research Paper Forum
Topic: Books/Research on Hidden Assets
Replies: 3
Views: 6973

Books/Research on Hidden Assets

QuoteOriginally posted by: acastaldo(0) The idea is interesting although "hidden assets" seems a strange term"Hidden assets" already has a clear financial meaning and use. This choice of terminology in this context may be improper.
by chocolatemoney
September 24th, 2013, 3:17 pm
Forum: Trading Forum
Topic: Financial Forecasts Based on Analysis of Textual News Sources
Replies: 2
Views: 6535

Financial Forecasts Based on Analysis of Textual News Sources

How does your product differ from competition? There are already plenty of competing products out there.PS: per quale ragione e in cosa consiste la certificazione del Cnr?
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