SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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ppauper
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wilmottwiki

October 25th, 2006, 1:58 pm

is this new ? never noticed it before ....wilmottwiki
 
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TraderJoe
Posts: 11048
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wilmottwiki

October 25th, 2006, 10:23 pm

QuoteOriginally posted by: ppauperis this new ? never noticed it before ....wilmottwikiMust be. Looks pretty interesting though.
 
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rmax
Posts: 6080
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wilmottwiki

October 26th, 2006, 6:28 am

Says the page was modified 19 Oct 06 - and I am already itching to make some changes.
 
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ppauper
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wilmottwiki

October 26th, 2006, 1:07 pm

I'm a little perturbed by the phrase"so our criteria for verifiability is flexible"
 
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ppauper
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wilmottwiki

October 26th, 2006, 1:27 pm

I like the Greeks listed.Vomma and Vanna and the like seem to be asked over here on a regular basis.Charm and Color are new on me, and I'm a little perturbed that strangeness didn't make the list
 
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Traden4Alpha
Posts: 23951
Joined: September 20th, 2002, 8:30 pm

wilmottwiki

October 26th, 2006, 2:30 pm

Wikipedia has a great many articles germane to quants. I wonder about the etiquette/ethics of copying large chunks of wikipedia into wilmottwiki?
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

wilmottwiki

October 26th, 2006, 11:23 pm

QuoteOriginally posted by: ppauperI like the Greeks listed.Vomma and Vanna and the like seem to be asked over here on a regular basis.Charm and Color are new on me, and I'm a little perturbed that strangeness didn't make the listJust wait for truth & beauty ...
 
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KackToodles
Posts: 4100
Joined: August 28th, 2005, 10:46 pm

wilmottwiki

October 30th, 2006, 1:24 am

QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: ppauperJust wait for truth & beauty ...Wine and cheese are next.
Last edited by KackToodles on October 29th, 2006, 11:00 pm, edited 1 time in total.
 
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farmer
Posts: 13462
Joined: December 16th, 2002, 7:09 am

wilmottwiki

October 30th, 2006, 11:09 am

Who writes this stuff? I got this random page:QuoteNassim Nicholas Taleb works at the intersection of theory and practice. He started his career as a trader (including the Chicago pits) and subsequently became involved in the unique combination of applied research and trading. Nassim Nicholas TalebNassim is the Dean's Professor in the Sciences of Uncertainty at the Isenberg School of Management, University of Massachusetts, Amherst, the founder of Empirica LLC, and runs a multi-manager option arbitrage fund in New York. Previously he lectured at the Courant Institute of Mathematical Sciences of New York University about the limits of derivative models since 1999. Dr Taleb held trading positions with major derivative houses (CSFB, UBS, Paribas, Bankers Trust among others) and worked independently on the floor of the Chicago exchanges. His education includes an MBA from Wharton and a PhD from University Paris-Dauphine. He was inducted into the Derivatives Strategy Hall of Fame in 2001. Dr Taleb is the author of Dynamic Hedging (Wiley, 1997), and Fooled by Randomness (Random House, 2nd ed.). Fooled by Randomness, a steady bestseller, has been published in 19 languages.This creates the false impression that Taleb "worked his way up from the trading pits starting as a runner." Or that, unlike whoever wrote this, he even knows the first thing about "the Chicago exchanges" which he doesn't. I guess the writer and Taleb have lot in common. So far as I can guess, Taleb visited the CME late in life as a research project, when he suddenly became the first quant to suspect that that normal distribution might simply be a model. But then he quickly left when he realized his ideas make more money in books than in actual trading. One or two passages in "Dynamic Hedging" led me to believe he has no idea what went on there. Why not just write "the CME" instead of "the Chicago exchanges?" It's not like he traded futures anyway. I'll write my own wiki:QuoteNassim Taleb shuttered his fund over the protests of competing bidders, eager to provide this valuable service to investors in his absence, admitting he was just too lazy to bother with such trite activities.
Last edited by farmer on October 29th, 2006, 11:00 pm, edited 1 time in total.
 
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ppauper
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wilmottwiki

October 30th, 2006, 3:03 pm

QuoteOriginally posted by: farmerand worked independently on the floor of the Chicago exchangesperhaps as a hotdog vendor ?>>CMEI prefer "the merc"
 
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eiriamjh
Posts: 462
Joined: October 22nd, 2002, 8:30 pm

wilmottwiki

October 30th, 2006, 3:55 pm

QuoteOriginally posted by: farmerI'll write my own wiki:QuoteNassim Taleb shuttered his fund over the protests of competing bidders, eager to provide this valuable service to investors in his absence, admitting he was just too lazy to bother with such trite activities.you should have figured by now that the worst publicity is silence
 
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rralph
Posts: 42
Joined: November 30th, 2005, 1:16 am

wilmottwiki

October 31st, 2006, 9:19 am

I just started playing around with the WilmottWiki myself last week, think I might have been the second registered user after 'Paul'. I think that there will eventually have to be some rules against blatent self promotion on this site. e.g. 'Piterbarg' is exclusively editting his own entry.
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

wilmottwiki

November 1st, 2006, 12:00 am

QuoteOriginally posted by: rralphI just started playing around with the WilmottWiki myself last week, think I might have been the second registered user after 'Paul'. I think that there will eventually have to be some rules against blatent self promotion on this site. e.g. 'Piterbarg' is exclusively editting his own entry.Oh my God.
 
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rcohen
Posts: 252
Joined: November 15th, 2001, 12:06 pm

wilmottwiki

November 1st, 2006, 8:20 am

QuoteOriginally posted by: rralphI think that there will eventually have to be some rules against blatent self promotion on this site.Maybe a bit less blatant, but we aaaall do it, given the opportunity.
 
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dibble
Posts: 727
Joined: October 2nd, 2006, 5:19 pm

wilmottwiki

November 1st, 2006, 7:04 pm

Is it just me, but where is the toc. The only way I can find any articles is by using the random page, obviously not the most efficient sorting algorithm.
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