615 reputation
516
bio website dcook.org/work
location Tokyo, Japan
age
visits member for 3 years, 1 month
seen Nov 11 at 22:13

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 :-)


Oct
27
awarded  Yearling
Sep
24
awarded  Autobiographer
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.