312 reputation
bio website kaybensoft.com
location Ireland
age 37
visits member for 4 years, 1 month
seen Mar 17 at 21:18

Software Developer in Ireland, who is fond of asking questions...

comment Switching from C++ to R - limitations/applications
The link to the PyCon talk is dead, but I found it at the following URL: pyvideo.org/video/305/python-in-quantitative-finance-158
comment Why are GARCH models used to forecast volatility if residuals are often correlated?
It has been my experience that forecast residuals exhibit strong serial correlation. Quite a few papers discuss this issue as a very common problem with forecast assessment. See papers.ssrn.com/sol3/papers.cfm?abstract_id=331800