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Month: March 2009

Condé Nast Portfolio Article

I was included in a recent article on the future of quantitative…

Editor SDC
Editor SDC
2 Min Read

Alternative Hardware

I recently became aware of two technologies which I highly doubt I…

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Editor SDC
3 Min Read

Papers and Matlab Files

Matlab has been really fun to learn so far. It's easy to…

Editor SDC
Editor SDC
3 Min Read

QQQQ Intraday Data

Here's one day of intraday ticks and quotes for Qs: Trades. Quotes.

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Editor SDC
0 Min Read

Conceptualizing Learning Error

When you are trying to find the correct equation to model and…

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Editor SDC
5 Min Read

Risk-taking

I'm reading The Poker Face of Wall Street by Aaron Brown. The…

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Editor SDC
5 Min Read

Probability of Ruin

Catalan Numbers are an interesting way of modeling the probability of ruin.Specifically,…

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Editor SDC
4 Min Read

IB Olympiad System Outline: v.2

I previously posted a system outline and before that a trading plan…

Editor SDC
Editor SDC
10 Min Read

SKF: Inverse Construction and Volatility

I previously explained why market returns should be lognormally distributed with positive…

Editor SDC
Editor SDC
8 Min Read

India Trip

I've been in Mumbai since January 3rd and I'm leaving on the…

Editor SDC
Editor SDC
0 Min Read