Dirk Eddelbuettel

3,088 reputation

923

bio	website	dirk.eddelbuettel.com
	location	Chicago, IL
	age
visits	member for	2 years, 3 months
	seen	22 hours ago
stats	profile views	602

See my blog for some updates on what I've been up to.
Sometimes I tweet using the @eddelbuettel tag.

	3,088 reputation	bio	website	dirk.eddelbuettel.com	visits	member for	2 years, 3 months
923 badges		location	Chicago, IL		seen	22 hours ago

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Feb 2	comment	What are the advantages of switching platforms/languages between strategy development and implementation? That's where Rcpp came from in the R and C++ hybrid. I used to write `.oct` files too but generally prefer R over Octave/Matlab now.
Jan 31	awarded	Yearling
Jan 27	awarded	Nice Answer
Jan 16	awarded	Nice Answer
Jan 11	comment	What C++ math libraries are typically used by quants? So you mean what other libraries you think you can use without putting up extra barriers to use and adoption?
Jan 11	comment	What C++ math libraries are typically used by quants? While technically true, you should keep in mind that Octave is written to support its interpreter, not provide an API. Hence little use of Octave as a library in the sense of the original question.
Jan 11	comment	What C++ math libraries are typically used by quants? I have worked with C++ for twenty years and your statement still makes no sense to me. Why don't you focus on release early, release often and feedback on actual code?
Jan 11	comment	What C++ math libraries are typically used by quants? Just produce a clean and useful API, bindings to other systems will then come easily---using e.g. Rcpp. And yes, if you do anything data releated (eg analysis, modeling, visualization, ...) then R is rather popular.
Jan 11	comment	What C++ math libraries are typically used by quants? Nope, I advocate using C++ and R. A happy marriage. ;-)
Jan 10	comment	What C++ math libraries are typically used by quants? It helps to look at it the other way: RcppArmadillo helps you to write simple C++ linear algebra, almost Matlab style, that is C++ fast. At run-time, it will indeed refer to whichever BLAS R uses, which may well be optimised, multicore, ... such as Goto or MKL. Makes sense? So the point is when you need to code something that R doesn't yet do, or does too slowly, the RcppArmadillo integration makes it pretty easy to get the job done.
Jan 10	answered	What C++ math libraries are typically used by quants?
Dec 20	awarded	Nice Answer
Dec 18	awarded	Nice Answer
Dec 13	comment	Usage of NoSQL storage in Finance Fixed, thanks for catching that.
Dec 13	revised	Usage of NoSQL storage in Finance edited body
Nov 30	comment	Quantlib in JavaScript? Swig doesn't know server or client---it creates language bindings. How you deploy is up to you. And you can hardly have QuantLib in the client as the software once compiled is huge. So you probably need a connector of some sort to talk to a computer server which may have QuantLib for you. Somewhat harder.
Nov 30	answered	Quantlib in JavaScript?
Nov 23	answered	What's the difference between SA and SAAR?
Nov 7	comment	time series management system Well, have you considered vendor solutions? If you have a million series from fifty vendors, something like Kdb or OneTick might be more suitable than a bunch a of binary mmap files on an NFS server...
Oct 18	comment	What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning? That's a valid machine learning or stats question but arguably tad off-topic here.