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by Edgey
May 4th, 2016, 7:52 am
Forum: Programming and Software Forum
Topic: Virtual Reality
Replies: 30
Views: 9416

Virtual Reality

<t>Live sports and music can be captured in 360º video, but that's not quite the same as being there as you can only rotate your head, not move it. My bet would be that the main application (outside games) will be drama. You can take any current theater production, motion capture the actors, enhance...
by Edgey
May 2nd, 2016, 2:16 pm
Forum: Programming and Software Forum
Topic: The future for Excel VBA
Replies: 35
Views: 9834

The future for Excel VBA

@fulmerspotExcel server is different to the Data Model, (which is like Pivottables 2.0) that is programmed using DAX. There doesn't seem to be a way to add UDFs to the DAX language.
by Edgey
April 6th, 2016, 12:54 pm
Forum: Technical Forum
Topic: Model for these electricity prices?
Replies: 8
Views: 3098

Model for these electricity prices?

The cleanest method I've seen for electricity pricing is Valery Kholodnyi's Non markovian approach, where you switch between (more spikey and less spikey) regimes with a given transition matrix. Paper attached.
by Edgey
March 30th, 2016, 2:19 pm
Forum: Programming and Software Forum
Topic: The future for Excel VBA
Replies: 35
Views: 9834

The future for Excel VBA

<t>I think VBA will remain and stagnate. MS are pushing powerquery and powerpivot for database connection and creating pretty, interactive visualisations. There is no way to add UDFs within this environment, although the power BI desktop application allows you to add graphs created by an R script. I...
by Edgey
February 12th, 2016, 10:13 am
Forum: Trading Forum
Topic: Trading inverse FX
Replies: 4
Views: 3508

Trading inverse FX

Thanks Bearish. Knowing the correct keywords really helps. The replication strategy is of theoretical interest to me, but I agree that execution is much better outsourced.
by Edgey
February 11th, 2016, 8:48 am
Forum: Trading Forum
Topic: Trading inverse FX
Replies: 4
Views: 3508

Trading inverse FX

Yes, thanks. Post edited to make better sense.
by Edgey
February 10th, 2016, 5:33 pm
Forum: Trading Forum
Topic: Trading inverse FX
Replies: 4
Views: 3508

Trading inverse FX

<t>Say I'm trading cable, currently GBPUSD = 1.45I'm looking to trade the inverse, i.e. the payoff of 1/GBPUSD = 0.6896, paid off in GBP. So, say GBP strengthens to GBPUSD = 1.65, my inverse position goes down to 1/GBPUSD = 0.606 and I lose £0.0835 per contract, rather than the $0.20=£0.12 I would h...
by Edgey
March 18th, 2015, 9:56 am
Forum: Programming and Software Forum
Topic: Unum Computing
Replies: 1
Views: 3491

Unum Computing

Seems interesting. Any comments?There is also a book
by Edgey
June 25th, 2014, 10:38 am
Forum: Technical Forum
Topic: Price and quantity models
Replies: 4
Views: 5535

Price and quantity models

<t>The loss an electricity producer makes from withdrawing generation is usually greater than the profit made by the increase in price, so it's generally not practical. But if you have some scheduled outages then you could choose to have them a few days early or late to maximise your profits. Also, ...
by Edgey
June 4th, 2014, 1:25 pm
Forum: Technical Forum
Topic: Price and quantity models
Replies: 4
Views: 5535

Price and quantity models

<t>Quant models tend to focus on modeling the dynamics of prices. Are there any models that also model the quantities that are traded at each price? Intuitively I feel that a quantity/price model should be model supply and demand functions and use the combination to derive quantities and prices. To ...
by Edgey
March 5th, 2014, 3:31 pm
Forum: Technical Forum
Topic: Crypto problem
Replies: 62
Views: 10263

Crypto problem

<t>Ah, I was seeing the only difference between an "A->B transfer" and an "A->storage and then later B<-storage" as the size of the file. The w,x,y,z coordinates are sent using a secure A->B protocol, but the bulk of the message is decoded from the w,x,y,z coorinates.So how about I publish my w,x,y,...
by Edgey
March 5th, 2014, 3:06 pm
Forum: Technical Forum
Topic: Crypto problem
Replies: 62
Views: 10263

Crypto problem

<t>It is a version of the book cypher, but the encrypton part was of my scheme was incidental. The main idea was to make the location of the data very public, so it would be impossible to separate the friend from a stranger. So long as the method for referencing the data was smaller than the data st...
by Edgey
March 5th, 2014, 2:31 pm
Forum: Technical Forum
Topic: Crypto problem
Replies: 62
Views: 10263

Crypto problem

<t>Store the data in plain sight. Create a large list of permanent, public, popular data sources. Break all that data down into blocks of length nRecord the start position of each block (i.e. a pointer). Keep finding public data until you can form a basis of building blocks from which you can create...
by Edgey
December 17th, 2013, 2:55 pm
Forum: Economics Forum
Topic: creating price stability in bitcoin
Replies: 13
Views: 7848

creating price stability in bitcoin

There already is a Bitcoin bank. BoA has a decent analysis. Bitcoin is a great 1st generation digital currency. As a means of exchange, it is interesting but I believe the fact that transactions take 50mins to clear kills it's widespread adoption (and it's perceived value).
by Edgey
November 15th, 2013, 2:56 pm
Forum: Technical Forum
Topic: Justifying risk-neutral valuation for unhedgeable options
Replies: 18
Views: 10107

Justifying risk-neutral valuation for unhedgeable options

I second John Cochrane's book "Asset Pricing". He shows the connections between utility theory and risk neutral pricing. He also talks about "good deal bounds" which are relevant for pricing options in an incomplete market.
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