I researched & prototyped (in R), and ultimately put into production (C++) a core set of spectral risk analysis analytics that replaced outdated VaR and vol forecasts for an extremely large asset management firm and…
Monte Carlo simulation is the most oft-cited example. This tends to be most relevant to quickly American pricing options, or anything that isn't easily done in closed-form.
-- closed 2011 Nov 28.
For anyone who doesn't want to roll their own FFT, take a look at this excellent pure C implementation: http://www.fftw.org/
I actually find base R excellent for data munging and manipulation, even without using additional packages. Here is a reproducible example that very easily accomplishes what you were trying to do (first two lines just…
I tried to convince the croupier that zero was an even number, but alas ...
this is pretty neat! one quick thing -- 40th and 8th ave -> grand central: suggests S grand central -> 53rd and park: suggests 6 40th and 8th -> 53rd and park: some crazy sequence of bus routes.…
no love for J?
they don't mention NSPR. is it dead? http://www.mozilla.org/projects/nspr/
In financial practice, asset-level PCA isn't as common, especially in systems where covariance estimation is fraught with misspecification errors. Instead, individual securities first condensed to factors (e.g., for…
http://www.jwz.org/dadadodo/ DadaDodo is a fairly old implementation that may be of interest.
"He’s not alone in paying for the cache of being among the first to purchase apple products." cache? sigh
The first thing I'd recommend doing is find the unique entries THEN sort. Unless uniq has vastly better performance on sorted files...
To further goad the OP to immediately leave his current job: between junior and senior year of college, I made a bit more than the OP's yearly pay in a 12wk internship. Please, for your wife and kid(s), get out of this…
Thanks, I'll check it out!
My programming background is fairly extensive in non-functional languages. I work in finance, and the company I joined uses R for a considerable amount of model prototyping. I'd really like to switch to…
s/ia/a/
I am a quantitative analyst at a large asset management firm -- I focus on risk models and alpha-generating strategies. Though we have separate developer teams, my job requires considerable hacking.
LMDDGTFY: http://lmddgtfy.com/?q=goog-411+phoneme&v=
and: http://www.newsley.com
Understood. The specific aspect of Digg that I am comparing recent trends to is that of submission of duplicate articles, and the inevitable notification thereof by other users. A small example:…
HN is starting to feel like Digg. http://news.ycombinator.com/item?id=1160552
Even better, just hit Shift+I ...
Glad you like it! Splitting in Smooth Gestures means taking the current tab and those to the right and moving them to a separate window. Merging takes the current window's tabs and appends them to the last focused…
What will end up happening to the 'real bad guys' http://xkcd.com/538/
I researched & prototyped (in R), and ultimately put into production (C++) a core set of spectral risk analysis analytics that replaced outdated VaR and vol forecasts for an extremely large asset management firm and…
Monte Carlo simulation is the most oft-cited example. This tends to be most relevant to quickly American pricing options, or anything that isn't easily done in closed-form.
-- closed 2011 Nov 28.
For anyone who doesn't want to roll their own FFT, take a look at this excellent pure C implementation: http://www.fftw.org/
I actually find base R excellent for data munging and manipulation, even without using additional packages. Here is a reproducible example that very easily accomplishes what you were trying to do (first two lines just…
I tried to convince the croupier that zero was an even number, but alas ...
this is pretty neat! one quick thing -- 40th and 8th ave -> grand central: suggests S grand central -> 53rd and park: suggests 6 40th and 8th -> 53rd and park: some crazy sequence of bus routes.…
no love for J?
they don't mention NSPR. is it dead? http://www.mozilla.org/projects/nspr/
In financial practice, asset-level PCA isn't as common, especially in systems where covariance estimation is fraught with misspecification errors. Instead, individual securities first condensed to factors (e.g., for…
http://www.jwz.org/dadadodo/ DadaDodo is a fairly old implementation that may be of interest.
"He’s not alone in paying for the cache of being among the first to purchase apple products." cache? sigh
The first thing I'd recommend doing is find the unique entries THEN sort. Unless uniq has vastly better performance on sorted files...
To further goad the OP to immediately leave his current job: between junior and senior year of college, I made a bit more than the OP's yearly pay in a 12wk internship. Please, for your wife and kid(s), get out of this…
Thanks, I'll check it out!
My programming background is fairly extensive in non-functional languages. I work in finance, and the company I joined uses R for a considerable amount of model prototyping. I'd really like to switch to…
s/ia/a/
I am a quantitative analyst at a large asset management firm -- I focus on risk models and alpha-generating strategies. Though we have separate developer teams, my job requires considerable hacking.
LMDDGTFY: http://lmddgtfy.com/?q=goog-411+phoneme&v=
and: http://www.newsley.com
Understood. The specific aspect of Digg that I am comparing recent trends to is that of submission of duplicate articles, and the inevitable notification thereof by other users. A small example:…
HN is starting to feel like Digg. http://news.ycombinator.com/item?id=1160552
Even better, just hit Shift+I ...
Glad you like it! Splitting in Smooth Gestures means taking the current tab and those to the right and moving them to a separate window. Merging takes the current window's tabs and appends them to the last focused…
What will end up happening to the 'real bad guys' http://xkcd.com/538/