Month: March 2009

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

Editor SDC 2 Min Read

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

Editor SDC 3 Min Read

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

Editor SDC 3 Min Read

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

Editor SDC 0 Min Read

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

Editor SDC 5 Min Read

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

Editor SDC 5 Min Read

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

Editor SDC 4 Min Read

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

Editor SDC 10 Min Read

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

Editor SDC 8 Min Read

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

Editor SDC 0 Min Read