speciman

136 reputation

Hello, I'm a self-taught programmer, mostly coding for fun during my freetime.

I'm trying to learn stuffs on my own, but sometimes Google and tutorials just won't do it !

I know a bit of Python, PHP and Java. I recently got myself interested in JavaScript and CoffeeScript.

	136 reputation	bio	website	speciman.appspot.com	visits	member for	11 months
4 badges		location	Paris, France		seen	Dec 30 '12 at 18:25

4 Comments

Dec 30	comment	Fastest algorithm for calculating retrospective maximum drawdown Sorry for the confusion, I indeed meant algorithm/code that is CPU efficient for calculating retrospective maximum drawdown.
Jul 2	comment	Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex Thanks for the answer and references to academic readings. I'll sure have a look into this.
Jun 26	comment	Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex Thanks for answering. I was referring to size-n (n>3) arbitrage because I wonder how useful it is to add one or more intermediate currencies into regular triangular arbitrage. My question might then be: could (theoretically speaking, at least) trading bigger arbitrages yield other/new risk-free profit opportunities it would have been absolutely impossible to get by just trading regular (size-3) triangular arbitrages ? If I get your answer right: all size-n (n>3) arbitrages can be broken down into smaller triangular arbitrages, and it's just as good to trade all these triangular arbitrage away.
Jun 25	comment	Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex @PhilH I mean the second triangular arbitrage you describe. My triangular arbitrage would be, for example : long EUR/USD, short EUR/GBP and short GBP/USD.