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by ISayMoo
November 14th, 2016, 10:50 am
Forum: Programming and Software Forum
Topic: Python 2 or 3 more common in finance?
Replies: 15
Views: 5077

Re: Python 2 or 3 more common in finance?

We are still on Python 2.7. Little incentive to switch.
by ISayMoo
November 14th, 2016, 10:48 am
Forum: Trading Forum
Topic: How to measure volatility of volatility
Replies: 12
Views: 4129

Re: How to measure volatility of volatility

Just guessing: don't form realized volatilities from a running n-day window and then use the daily changes to compute a vol-of-vol.  If you construct a genuine statistical model for the volatility + price, can't you fit it to any data (overlapping or not) with maximum likelihood? It may be non-triv...
by ISayMoo
August 19th, 2016, 12:04 pm
Forum: Economics Forum
Topic: Blockchain ledgers for banks
Replies: 29
Views: 7000

Re: Blockchain ledgers for banks

The biggest problem with blockhains is their energy usage.
by ISayMoo
July 8th, 2016, 1:03 pm
Forum: Off Topic
Topic: A Music Game II for 2009
Replies: 2940
Views: 366634

A Music Game II for 2009

Eddie Murphy - Kill the White People
by ISayMoo
July 8th, 2016, 11:37 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 847
Views: 128117

End of bitcoin?

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: ISayMooQuoteOriginally posted by: bearishThis BBG story does seem relevant to the "End of bitcoin": Bitcoin. There's no problem, unless you mind having your currency controlled by the PLA.Good that the US dollar is not controlled b...
by ISayMoo
July 8th, 2016, 11:36 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 847
Views: 128117

End of bitcoin?

<t>QuoteOriginally posted by: bearishQuoteOriginally posted by: ISayMooQuoteOriginally posted by: bearishThis BBG story does seem relevant to the "End of bitcoin": Bitcoin. There's no problem, unless you mind having your currency controlled by the PLA.Good that the US dollar is not controlled by any...
by ISayMoo
July 8th, 2016, 11:34 am
Forum: General Forum
Topic: No more quants in financial industry
Replies: 20
Views: 2782

No more quants in financial industry

A lot of it is pure con.
by ISayMoo
July 7th, 2016, 3:14 pm
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 847
Views: 128117

End of bitcoin?

QuoteOriginally posted by: bearishThis BBG story does seem relevant to the "End of bitcoin": Bitcoin. There's no problem, unless you mind having your currency controlled by the PLA.Good that the US dollar is not controlled by any political institution. Oh wait.
by ISayMoo
June 12th, 2016, 2:36 pm
Forum: Off Topic
Topic: RIP
Replies: 1547
Views: 69401

RIP

It would not really be surprising that a country which invaded and destabilised scores of Muslim countries had found itself a target of a Muslim terrorist. You reap what you sow.
by ISayMoo
June 12th, 2016, 8:06 am
Forum: Off Topic
Topic: The Donald Trump
Replies: 4405
Views: 172627

The Donald Trump

<t>Guy who predcted Trump's nomination explains his campaignQuoteNow she is on her "risky-risky-risky" play, which is probably going to backfire because risk is exactly why people like him. People are trying to hire a hand grenade. And Clinton saying, "Watch out for the hand grenade. It might explod...
by ISayMoo
May 22nd, 2016, 11:57 am
Forum: Trading Forum
Topic: Complexity of HFT Strategies
Replies: 9
Views: 1982

Complexity of HFT Strategies

<t>Mathematics is rather simple, it's mostly linear algebra. Plus a lot of not very rigorous hypotheses about market microstructure (e.g. "if X happens, the price level is gonna break so we're getting the hell out of Dodge"), with (usually pretty rigorous) statistical testing sprinkled on top. Enjoy...
by ISayMoo
May 15th, 2016, 7:12 pm
Forum: Off Topic
Topic: New Clock Synchronization Gedanken Experiment
Replies: 48
Views: 11061

New Clock Synchronization Gedanken Experiment

They say that the best predictor for cranks is that they try to discuss theory of relativity. Much better than option pricing models, I think.
by ISayMoo
May 15th, 2016, 7:06 pm
Forum: General Forum
Topic: Is quant finance over?
Replies: 34
Views: 3613

Is quant finance over?

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: ISayMooQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: ISayMooAnd if you're happy with your current salary, then WTF you need "career progression" for?The kids have to eat.Hence the question "if you're happy". The kid...
by ISayMoo
May 15th, 2016, 7:05 pm
Forum: General Forum
Topic: Is quant finance over?
Replies: 34
Views: 3613

Is quant finance over?

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: ISayMooWhat's wrong with keeping people at the same position but increasing their salaries to reflect higher experience and skills?(Or maybe some people want to "progress" to a less-technical position because they fear that they ar...
by ISayMoo
May 15th, 2016, 6:59 pm
Forum: General Forum
Topic: Is quant finance over?
Replies: 34
Views: 3613

Is quant finance over?

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: ISayMooAnd if you're happy with your current salary, then WTF you need "career progression" for?The kids have to eat.Hence the question "if you're happy". The kids after certain age should learn to fend for themselves, no?