Hooray, I managed to finish international automated trading olympiad by Interactive Brokers in top ten!
In 1969, a 14-year-old Beatle fanatic named Jerry Levitan, armed with a reel-to-reel tape deck, snuck into John Lennon’s hotel room in Toronto and convinced John to do an interview about peace.
Great talk of googler Steve Yedge in Stanford about dynamic languages. and other things.. ;)
Version 0.9.6 of QtiPlot, a data analysis and scientific plotting application, similar to Origin, based on Qt4, has been released.
I was in a quite interesting talk by Robert Almgren today. He is the Managing Director and Head of Quantitative Strategies of Bank of Amerika and holds a professorship in Courant institute, New York Univ.
I found the idea of utilizing qualitative information (a ranking particularly) , ie; no access to the expected return values, to achive Markowitz’ mean-variance optimality, striking. They also managed to show a computationally efficient solution with nonsmooth convex optimization. Backtesting results are very promising.
It would be really interesting to develop something which automagically creates a similar rendered flow. hmm let me think about it.
For sale: baby shoes, never worn.— Hemingway once wrote a story in just six words and is said to have called it his best work…
Ruby.NET is a compiler that translates Ruby source code into .NET intermediate code. This allows components implemented using the Ruby language to:
Combining massive quantities of data, insights into human psychology, and machine learning can help manage surprising events, says Eric Horvitz.— http://www.technologyreview.com/read_article.aspx?ch=specialsections&sc=emerging08&id=20243
almost very first day of 2008!
after the days in germany. a day with less than enough sleep, OGRE stuff, and yeah singularity is near!
