615 reputation
415
bio website dcook.org/work
location Tokyo, Japan
age
visits member for 2 years, 9 months
seen 18 hours ago

UPDATE: My new book, "Data Push Apps with HTML5 SSE" is out and selling! Get it from O'Reilly here: http://shop.oreilly.com/product/0636920030928.do Or from Amazon here: http://www.amazon.com/dp/1449371930 Or from any good bookseller.


I'm director at QQ Trends, a company that solves difficult data and software challenges for our clients. (We often have freelance projects, so get in touch if interested.)

UPDATE: currently looking for a part-time CSS/JS programmer. 理想は東京所在、日本語が読める方。Interesting project(s), you will definitely learn something.

(And, of course, please do get in touch if you have interesting challenges that you would like our world-class experts to work on!)

Typical work: doing fun stuff with data (fixing, mining, etc.), web sites (front and back-ends), trading strategies. Research: trading strategies, computer go, machine translation, understanding context, AI search algorithms. Languages: C++, PHP, R, javascript, and many more.

I'm British, living and working in Tokyo for almost 20 years. Human Languages: English, Japanese (fairly fluent, 1 kyu), some German, Chinese and Arabic.

(Contact me at dc at qqtrend dot com: please mention you are coming from StackOverflow, so I know it is not spam.)


Easy ways to irritate me on StackExchange sites (whether my own question or someone else's): 1. Downvote without a comment (N/A/ if someone already left a comment and you just agree with it, of course); 2. Answer in comments. Other than that I'm a really easy-going pragmatic guy :-)


Jul
2
awarded  Curious
Mar
5
answered What is the necessary level of Econometrics-Know-How for a quant
Dec
17
accepted Is this a common variation of sharpe ratio?
Oct
27
awarded  Yearling
Oct
15
awarded  Popular Question
Sep
4
awarded  Excavator
Sep
4
revised Are public historical time series available for ratings of sovereign debt?
added 13 characters in body
Sep
4
revised Are public historical time series available for ratings of sovereign debt?
Update the S&P link (which is now broken)
Jun
27
comment Difference between google finance and yahoo finance?
Related question: quant.stackexchange.com/q/942/1587
Apr
24
revised Resources for finding scholarly research on topics in quantitative finance?
Linked to what I assume was meant by "@quantivity", wilmott and quantopian
Apr
3
comment Stochastic modelling of derivatives on dividends
@Richard, I see the same, so I think I misunderstood your question. Sorry it was no help.
Apr
3
answered Stochastic modelling of derivatives on dividends
Mar
12
awarded  Necromancer
Mar
12
comment What different methods of pairs selection exists? (For Pairs trading)
@cf16 Thanks; not being a mathematician I suspect I am using the word correlation sloppily: I mean finding a function of the price movements of two symbols that is mean-reverting.
Mar
12
comment What different methods of pairs selection exists? (For Pairs trading)
@GoodGuyMike Your original question was about what is hot in this area, so you might be interested in the 2012 paper mentioned here: en.wikipedia.org/wiki/Cointelation
Mar
12
comment What different methods of pairs selection exists? (For Pairs trading)
@cf16 Was the "this" as a response to GoodGuyMike's comment, or directed more generally at my answer?
Mar
5
comment How to implement a long-term trade on oil?
Like Freddy I'd also question the idea that oil price is guaranteed to go up long-term. Personally I think it will, but lower-demand (eco pressures meaning alternative fuels taking hold) and more supply (new discoveries, fracking, etc.) are significant risks, so it is not a dead cert.
Mar
5
comment How to implement a long-term trade on oil?
This was my first thought (depending on the curve vs. your target price of course). The long-dated contracts exist for that purpose: people who want to lock in a lower price now.
Feb
24
comment What different methods of pairs selection exists? (For Pairs trading)
@GoodGuyMike I think 'spuriously cointegrated' means the same as what I mean by data mining noise. If you analyze 1000s of pairs that genuinely have no connection your analysis will still suggest dozens of seemingly good candidates.
Feb
22
comment What different methods of pairs selection exists? (For Pairs trading)
@GoodGuyMike Yes, news analysis can be included in automated trading, but that might not count as "easy". However your question was about pair discovery: my point was only look at symbol pairs that have something in common; anything else you discover will most likely be data mining noise.