# Tag Info

6

I just made a Genetic Algorithms calculator you can try at http://www.gregthatcher.com/Stocks/GeneticAlgorithmCalculator.aspx I'm not a "quant expert" like all of you (I'm just a programmer), but here is what I've found. 1.) If you set the constraints up correctly, the results are amazing. e.g. you can get portfolios that have very high return and low ...

4

After having done a lot of research on the topic I found the following excellent research piece on ETF.com: Wealthfront modifies historic asset-class returns with current market implied expected returns (Black-Litterman) as well as with the in-house views of Chief Investment Officer Burton Malkiel’s team. In addition, Wealthfront sets minimum and ...

4

Unfortunately, there is no correct answer for this question, it's like what car you should drive on your weekend. C++ is a popular language in quantitative finance, but it's usually (but not always!) only used to build the application backbone, such as derivative pricing. Why C++? C++ is a good choice because C++ is platform independent, we can natively ...

3

This problem is not interesting enough, because putting your money in the bank guarantees you zero volatility (and a zero return on investment). In practice, whatever set of assets you chose you would get a very extreme solution (e.g. 100% weight on one asset with very low volatility.) With a minor tweak, you can get a very interesting problem. You can ...

2

I think you might find this answer in The future language of quant programming? useful. People get this problem wrong because they always end up discussing the theoretical advantages of these languages rather than the practical uses of these languages. Theoretically speaking: Haskell is elegant and has many of the theoretical advantages (language ...

1

Why can't you just adjust your book prices by the variable price and then subtract the fixed price off the PNL when calculating that up? For exchange, with a 2% variable fee, a book 98 bid 100, resting offer at $100 would go up too$102 and bid go down to \$96.04. Note evaluate your arbs like you normally would and subtract off the fixed fees from the ...

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