meta user
network profile
| bio | website | |
|---|---|---|
| location | Tokyo, Japan | |
| age | ||
| visits | member for | 1 year, 2 months |
| seen | 1 hour ago | |
| stats | profile views | 597 |
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Feb 27 |
answered | Toy models of asset returns |
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Feb 27 |
comment |
Why C is still in use especially in area of numerical optimization (instead of C++)? People voting for this obviously derive value. And why would it be too late to close it if the same question was asked already? Ironically if the question was about R or Matlab I do not think we would see above comments. |
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Feb 27 |
comment |
Why C is still in use especially in area of numerical optimization (instead of C++)? @pyCthon, that was not my point, the point was to show an example in where it makes sense to have C be the preferred language over C++ and to explain why it is that case. By the way, as you already touched on it, FPGAs might not but can be an excellent fit for solving optimization problems. |
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Feb 27 |
revised |
Why C is still in use especially in area of numerical optimization (instead of C++)? deleted 9 characters in body |
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Feb 27 |
comment |
Why C is still in use especially in area of numerical optimization (instead of C++)? Same here, if you are looking for a single language that is most perused to disseminate APIs, on which other libraries rely, whose interfaces are accessed/invoked, then it is surly C++. Plus do not forget that by far the still most supported of all financial APIs in aggregate is the C++ one. I think that speaks for itself. |
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Feb 27 |
answered | Why C is still in use especially in area of numerical optimization (instead of C++)? |
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Feb 26 |
revised |
Applications of Fourier theory in trading added 183 characters in body |
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Feb 26 |
revised |
Applications of Fourier theory in trading added 115 characters in body |
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Feb 26 |
comment |
Applications of Fourier theory in trading @Richard, the 2 papers by Pollock are for obvious reasons quite similar, I think the second one is more general while the first focuses more on circulant matrices. I included some stuff re hft but those are just findings I never read nor touched them. |
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Feb 26 |
revised |
Applications of Fourier theory in trading added 217 characters in body |
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Feb 26 |
comment |
Applications of Fourier theory in trading @Richard, I updated my answer, still digging for some more academic treatise as I have not applied FFT to time series forecasting yet. (I am not a huge believer in applying any sort of bias on market patterns, hence my slight distaste for FFT as applied to forecasting prices). |
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Feb 26 |
revised |
Applications of Fourier theory in trading added 217 characters in body |
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Feb 26 |
revised |
Fair swap rate of an amortizing swap added 264 characters in body |
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Feb 26 |
answered | Fair swap rate of an amortizing swap |
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Feb 26 |
comment |
Applications of Fourier theory in trading you beat me to it, my reference relies on your cited paper. |
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Feb 26 |
answered | Applications of Fourier theory in trading |
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Feb 25 |
answered | Do futures have predictive value? |
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Feb 25 |
awarded | Student |
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Feb 25 |
comment |
Fastest news feed APIs targeting high frequency trading? That is very helpful. Thank you. I generally never rely on hearsay so I may at some point report back after having signed up for trials with those and other vendors and have run extensive tests. |
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Feb 25 |
asked | Fastest news feed APIs targeting high frequency trading? |
