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| bio | website | dirk.eddelbuettel.com |
|---|---|---|
| location | Chicago, IL | |
| age | ||
| visits | member for | 2 years, 3 months |
| seen | yesterday | |
| stats | profile views | 607 |
- See my blog for some updates on what I've been up to.
- Sometimes I tweet using the @eddelbuettel tag.
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Apr 2 |
comment |
Is Scala used in trading systems To whoever downvoted: If you vote something, give at least a comment for your reasoning. It is the exchange of ideas and arguments that makes stackexchange what it is. |
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Mar 25 |
answered | Covariance for arbitrarily large portfolios |
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Mar 21 |
awarded | Quorum |
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Mar 19 |
revised |
Using Black-Scholes equations to “buy” stocks edited title |
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Mar 16 |
comment |
Switching from C++ to R - limitations/applications Well, Bayesian statistics is a the prime example for mixing of C++ (for speed) with R (for ease of analysis), see the Bayesian Stats Task View. Also, packages like ff and bigmemory deal with large memory, see the HPC Task View. These issues can be addressed quite well in a hybrid manner as I indicated in my answer above. |
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Mar 15 |
answered | Switching from C++ to R - limitations/applications |
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Mar 10 |
comment |
Quant PMs need to know the following… I am not sure I see this question as being on-topic for the site. |
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Mar 10 |
comment |
Python library for Portfolio Optimization There are rpy and rpy2 so you can reap R's solutions in Python too... |
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Mar 7 |
comment |
Switching from Matlab to Python for Quant Trading and Research If you disliked the R gui on Windows, consider the free, brand-new, cross-platform RStudio GUI. |
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Mar 1 |
awarded | Enthusiast |
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Feb 26 |
comment |
What is the best data structure/implementation for representing a time series? I just do what R does with POSIXct: fractional seconds since the epoch. Millisecond resolution ... and it easily interfaces with POSIX time semantices in other systems. |
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Feb 23 |
reviewed | Approve suggested edit on Price of Brent versus West Texas Intermediate |
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Feb 20 |
awarded | Good Question |
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Feb 19 |
comment |
Technology stack used in Bloomberg Quite so. I expanded my a little to stress that a C interface is simpler / open to different toolchains which makes providing an API a lot easier. |
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Feb 19 |
revised |
Technology stack used in Bloomberg added 586 characters in body |
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Feb 19 |
answered | Technology stack used in Bloomberg |
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Feb 12 |
answered | Statistical learning libraries |
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Feb 11 |
comment |
Free data on swap options Thanks for the RQuantLib plug. |
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Feb 11 |
awarded | Enlightened |
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Feb 11 |
awarded | Nice Answer |
