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by ISayMoo
September 12th, 2020, 3:19 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 331
Views: 123206

Re: Python tricks

Speed of Night, of course.

"I don't want to let another trade get by
The gamma's slipping through our fingers but we're not gonna sell
The hedge'll be our cover and we'll huddle on the floor
We got Bloomberg on our screens to track PnL"
by ISayMoo
September 11th, 2020, 12:16 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 331
Views: 123206

Re: Python tricks

Moving beyond the original question and beyond scope, using divided differences to compute greeks is OK for pedagogy 
Also OK for trading, in practice. Traders don't care about derivatives, the market doesn't move in epsilon increments (see Taleb).
by ISayMoo
September 11th, 2020, 12:15 pm
Forum: Programming and Software Forum
Topic: Quantlib Support
Replies: 10
Views: 4601

Re: Quantlib Support

I don't know. Can you read the compiler error message to me again, but slower? The line is breaking.
by ISayMoo
September 11th, 2020, 12:08 am
Forum: Programming and Software Forum
Topic: Quantlib Support
Replies: 10
Views: 4601

Re: Quantlib Support

Debugging C++ code over the phone qualifies as "cruel and unusual punishment" IMHO...
by ISayMoo
September 11th, 2020, 12:07 am
Forum: Programming and Software Forum
Topic: C++ Modules
Replies: 89
Views: 32484

Re: C++ Modules

by ISayMoo
September 11th, 2020, 12:05 am
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 331
Views: 123206

Re: Python tricks

I can do stuff like > from cppyml import linear_regression > help(linear_regression) but I was hoping avoid running the intepreter... I want to do something what Sphinx does for Python source code, but with a .pyd file. OK, done. Turns out Sphinx can handle binary modules: https://romanwerpachowski...
by ISayMoo
September 7th, 2020, 10:11 am
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5150
Views: 584866

Re: UK going to the dogs

Image
by ISayMoo
September 1st, 2020, 7:54 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 331
Views: 123206

Re: Python tricks

I can do stuff like
> from cppyml import linear_regression
> help(linear_regression)
but I was hoping avoid running the intepreter... I want to do something what Sphinx does for Python source code, but with a .pyd file.
by ISayMoo
August 31st, 2020, 10:08 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 331
Views: 123206

Re: Python tricks

Cool. Is this public domain and can we use it for our ML project?  There ya go. Great, thank you very much. I will relate it to the hinterland. Will also send you our pybind11 - C++ checklist. Any thoughts on how to generate HTML documentation automatically for pybind11-generated Python modules? Fo...
by ISayMoo
August 30th, 2020, 8:53 pm
Forum: Numerical Methods Forum
Topic: The worst ML paper with physics application I have ever seen
Replies: 26
Views: 13327

Re: The worst ML paper with physics application I have ever seen

That's quite typical. IOP charges more.
by ISayMoo
August 26th, 2020, 10:35 am
Forum: Programming and Software Forum
Topic: Beware the Null Process
Replies: 5
Views: 4190

Re: Beware the Null Process

URL works for me.
by ISayMoo
August 26th, 2020, 10:34 am
Forum: Numerical Methods Forum
Topic: The worst ML paper with physics application I have ever seen
Replies: 26
Views: 13327

Re: The worst ML paper with physics application I have ever seen

"Taking a court conviction at its face value, i.e., as the “ground truth” for machine learning, was indeed a serious oversight on our part."