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by purbani
July 9th, 2008, 11:57 pm
Forum: General Forum
Topic: Moodys CPDO "computer bug"
Replies: 21
Views: 53883

Moodys CPDO "computer bug"

<t>Using a life type model that assumes independence of mortality / loss events to convert immovable assets (homes) to fungible ones and then keeping them all in off-balance sheet Special purpose Investment Vehicles (SIV)s so that no capital reserving or accurate risk reporting was required may be s...
by purbani
May 20th, 2007, 11:06 pm
Forum: General Forum
Topic: Thomsons and Reuters Merge
Replies: 6
Views: 71635

Thomsons and Reuters Merge

<t>It would be quite nice if there was some competition that forced Bloomberg to adopt 20th century technology at least and switch from the dreadfully unfriendly DOS style to something a bit more user friendly like Rueters 2000. Reuters lost out by trying to supply both News and Data before the band...
by purbani
March 22nd, 2007, 1:30 am
Forum: Trading Forum
Topic: Millisecond Trading has Arrived
Replies: 12
Views: 79545

Millisecond Trading has Arrived

Gee now all we need is micro-millisecond processing then we can really get to critical mass. Im sure Savannah River has lots of kryton switches its not allowed to sell to anybody else - LOL
by purbani
March 12th, 2007, 10:31 pm
Forum: Student Forum
Topic: Technical Analysis
Replies: 8
Views: 78039

Technical Analysis

<t>Very interesting topic and one I have been mulling over for a while. Not sure I'm ready to give up my disdain for some of the more voodooish aspects of TA but there are definitely some interesting links. For me the most interesting is the direct linkage between Hurst Exponent - its relationship t...
by purbani
November 7th, 2005, 3:40 am
Forum: Brainteaser Forum
Topic: Is Prime random ?
Replies: 7
Views: 131791

Is Prime random ?

Thanks Athletico will make a point of getting a copy of that. Slightly tongue in cheek question just a bit frustrated with endless Monte Carlo simulations which are making my brain go soft.
by purbani
November 6th, 2005, 7:34 am
Forum: Brainteaser Forum
Topic: Is Prime random ?
Replies: 7
Views: 131791

Is Prime random ?

It has become quite fashionable to believe in a probablistic rather than detereministic world. My question is this. If Prime passes every known test for randomness but is not random than is there any such thing ? What does this say about all other 'constants' ?
by purbani
March 25th, 2005, 6:45 am
Forum: Technical Forum
Topic: Omega calc in Excel and VBA
Replies: 2
Views: 158776

Omega calc in Excel and VBA

For anyone too lazy to visit www.andreassteiner.net/performanceanalysis/ to get it here is a simple Excel and VBA implementation of the Shadwick and Keating Omega function.
by purbani
March 18th, 2005, 7:38 pm
Forum: Technical Forum
Topic: omega calc - help required
Replies: 21
Views: 161489

omega calc - help required

<r>I have just posted a VBA implementation of Omega at the following link address:<URL url="http://www.andreassteiner.net/performanceanalysis/forum3/viewtopic.php?id=1&t_id=23Hope"><LINK_TEXT text="http://www.andreassteiner.net/performan ... _id=23Hope">http://www.andreassteiner.net/performancea...
by purbani
December 3rd, 2003, 10:33 am
Forum: Technical Forum
Topic: VB macro for lableling XY charts (help needed)
Replies: 8
Views: 189391

VB macro for lableling XY charts (help needed)

<t>'ADD NAMES TO GRAPHSub DataLabelsFromRange()Dim DLRange As RangeDim Cht As ChartDim i As IntegerDim pts As VariantSet Cht = ActiveSheet.ChartObjects(1).ChartOn Error Resume NextSet DLRange = Application.InputBox _(prompt:="Range for data labels?", Type:=8)If DLRange Is Nothing Then Exit SubOn Err...
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