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| bio | website | dirk.eddelbuettel.com |
|---|---|---|
| location | Chicago, IL | |
| age | ||
| visits | member for | 2 years, 3 months |
| seen | 3 hours ago | |
| stats | profile views | 606 |
- See my blog for some updates on what I've been up to.
- Sometimes I tweet using the @eddelbuettel tag.
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Feb 11 |
answered | Training set of tick-by-tick data? |
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Feb 10 |
comment |
Proving Random Walk Hypothesis in Stock Market Thanks -- you're probably right, my copy is at home. |
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Feb 10 |
revised |
Is variable binning a good thing to do? added 228 characters in body; added 163 characters in body |
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Feb 10 |
comment |
Is variable binning a good thing to do? You should probably look at the slides, or watch the video, for details. |
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Feb 10 |
answered | Is variable binning a good thing to do? |
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Feb 10 |
answered | Proving Random Walk Hypothesis in Stock Market |
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Feb 9 |
awarded | Talkative |
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Feb 9 |
comment |
What is a Structurer? Seconded, this is not a helpful question. |
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Feb 9 |
awarded | Commentator |
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Feb 9 |
comment |
Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R? Related: Jeff Ryan, who wrote xts, also wrote indexing and mmap so ... that he could use lightning fast indexing (think KDB or OneTick) directly in (binary) R data structures. He presented about that at last year's R/Finance conference but used a 'movie' on his macbook to show the speed, so the slides don't fully do it justice. |
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Feb 9 |
comment |
Are there ways to measure the risk aversion of a representative investor, based on publicly available market data? Because some papers stipulate an abstract concept ("representative invenstor") that is useful in an economic model does not make it observable---so still no way to estimate this as you had asked. Secondly, per EMH :), if this was as easy to pull together as you seem to imagine ... some sell-sider (or academic economist) would have done so. So I stand behind my No you can't. |
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Feb 9 |
comment |
Any research on how natural language processing can be used to forecast stocks? The twitter thing was UK-based both for the underlying papers and the fund. |
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Feb 9 |
answered | Are there ways to measure the risk aversion of a representative investor, based on publicly available market data? |
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Feb 8 |
comment |
Is the Interactive Brokers API suitable for hft? possible duplicate of What is best trading API for hft |
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Feb 8 |
answered | How 'High' is the frequency in HFT? |
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Feb 8 |
answered | Is Scala used in trading systems |
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Feb 8 |
comment |
What are the ensemble techniques to forecast returns? Good question, and no clear suggestion. Maybe read up a little and then come back with a more pointed question on consensus forecasts, forecast pooling, ... ? |
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Feb 8 |
awarded | Critic |
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Feb 8 |
answered | QuantLib in industry |
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Feb 8 |
comment |
QuantLib in industry Dude you entirely missed the question. May we remind you of Wittgenstein's Axiom 7 ? |
