SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Hansi
September 27th, 2016, 7:29 pm
Forum: Programming and Software Forum
Topic: Programming in R (on Mac)
Replies: 23
Views: 2628

Re: Programming in R (on Mac)

Where to start: https://mran.microsoft.com/documents/getting-started/ https://www.quora.com/What-is-the-best-way-to-start-learning-R https://www.rstudio.com/online-learning/ https://support.rstudio.com/hc/en-us/categories/202638197-Frequently-Asked-Questions Which packages to use: https://cran.r-pro...
by Hansi
September 26th, 2016, 10:55 am
Forum: Programming and Software Forum
Topic: Python 2 or 3 more common in finance?
Replies: 15
Views: 2130

Re: Python 2 or 3 more common in finance?

yikes

Does that mean 2 code bases to maintain? Sounds like a maintenance nightmare??
Most people only use one or the other, some packages/libraries support both in a backwards compatible way but mostly people are just on 3 now:
http://py3readiness.org/
by Hansi
September 26th, 2016, 9:07 am
Forum: Programming and Software Forum
Topic: Python 2 or 3 more common in finance?
Replies: 15
Views: 2130

Re: Python 2 or 3 more common in finance?

Depends on the firm, the section of the firm and the team. Just stick with 3.

Some recent non-finance discussions on the whole mess:
https://news.ycombinator.com/item?id=10888061
https://news.ycombinator.com/item?id=10752028
by Hansi
August 26th, 2016, 1:07 pm
Forum: Careers Forum
Topic: Exit opportunities for a Quant Analyst/Quant Trader
Replies: 3
Views: 1120

Re: Exit opportunities for a Quant Analyst/Quant Trader

You can do whatever you think you'll enjoy most. No one is going to give you accurate concrete live advice on an internet about these kind of choices. 
by Hansi
July 12th, 2016, 9:35 pm
Forum: Forum and Website Bugs and Suggestions
Topic: New topics excluding off-topic
Replies: 4
Views: 473

Re: New topics excluding off-topic

Assuming this is phpBB and remember having this issue in another forum 10ish years ago where we had to copy search.php or add parameters to the function it seems like it still isn't standard: https://github.com/phpbb/phpbb/blob/3.1 ... h.php#L439
by Hansi
July 11th, 2016, 9:06 pm
Forum: Forum and Website Bugs and Suggestions
Topic: New topics excluding off-topic
Replies: 4
Views: 473

New topics excluding off-topic

Is there a way of filtering search.php?search_id=newposts to exclude off topic?
by Hansi
June 30th, 2016, 6:46 am
Forum: General Forum
Topic: What Bloomberg Tickers Can I Use To Make This Chart?
Replies: 3
Views: 662

What Bloomberg Tickers Can I Use To Make This Chart?

Press <HELP> twice and ask the people you are paying for support to figure it our?But I expect you might also just grab it from Quandl or directly from the FRED site: https://www.quandl.com/data/FRED?keyword=
by Hansi
June 29th, 2016, 10:21 am
Forum: Programming and Software Forum
Topic: Mail Client
Replies: 4
Views: 943

Mail Client

<r>Honestly I tried a dozen last year and finally just stuck to Outlook as it's the only one that support multiple accounts in a decent way but even then it's flakey.(e.g. <URL url="https://tinkertry.com/outlook2013inboxall">https://tinkertry.com/outlook2013inboxall</URL>)I have my domain on Google ...
by Hansi
June 27th, 2016, 9:35 pm
Forum: Trading Forum
Topic: Where to look for market data for backtesting?
Replies: 16
Views: 2267

Where to look for market data for backtesting?

QuoteOriginally posted by: JinhuaColinYahoo finance is a good source. It is free and has API. But not sure how reliable it is.Then maybe don't say it's a good source? People pay money for quality data for a reason.
by Hansi
June 24th, 2016, 2:39 pm
Forum: Trading Forum
Topic: Anyone interested in Quant Trading using sentiment Analysis?
Replies: 3
Views: 69235

Anyone interested in Quant Trading using sentiment Analysis?

<r>I used OptionMetrics and CRSP but a equity derivatives sell side desk would most likely have better data.The data intesity is more about lack of accurate clean data rather than processing power. Note I was doing this 10 years ago, I was doing this with 2GB ram and a Core2Duo.This was the paper th...
by Hansi
June 24th, 2016, 8:54 am
Forum: Trading Forum
Topic: Anyone interested in Quant Trading using sentiment Analysis?
Replies: 3
Views: 69235

Anyone interested in Quant Trading using sentiment Analysis?

<t>I did the analysis on the options thing about 10 year ago, it's still a valid signal but it's extremely data intensive so unless you have a good historical data set it's quite hard to backtest and ensure is implemented correctly.Also it's not quite a robust signal since it seems sometimes the opt...
by Hansi
June 21st, 2016, 7:43 pm
Forum: Careers Forum
Topic: Quant analysis or quant dev?
Replies: 2
Views: 1137

Quant analysis or quant dev?

<r>Depends on the role, the team you work in, the company section you work in and the company you work for.Traditionally if your more dev than research then quant dev, if opposite then quant analyst. But if you have 20 years in the industry surely you've seen this already no?Older rant from me on th...
by Hansi
June 9th, 2016, 12:54 pm
Forum: Forum and Website Bugs and Suggestions
Topic: Spam
Replies: 100
Views: 38324

Spam

<r><URL url="http://www.wilmott.com/messageview.cfm?catid=3&threadid=99318&STARTPAGE=16Quantigic"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... 6Quantigic">http://www.wilmott.com/messageview.cfm?catid=3&threadid=99318&STARTPAGE=16Quantigic</LINK_TEXT></URL> seems to be...
by Hansi
May 25th, 2016, 10:51 am
Forum: General Forum
Topic: Interest Rate Vanilla Swap derivation for SA-CCR
Replies: 8
Views: 1179

Interest Rate Vanilla Swap derivation for SA-CCR

<t>QuoteOriginally posted by: simteqHi, thanks again for the response, do you know of a decent website that contains this kind of info as I have to go through all 5 asset classesMaybe look around and see if you can get someone's old CFA books for free? IIRC this is covered in level 2. Neftci/Kosowsk...
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