3,528 reputation
1125
bio website dirk.eddelbuettel.com
location Chicago, IL
age
visits member for 3 years, 7 months
seen 20 hours ago
  • See my blog for some updates on what I've been up to.
  • Sometimes I tweet using the @eddelbuettel tag.

Apr
18
answered Multiple comparison problems
Apr
16
answered How can an ETF outperform its benchmark index?
Apr
9
revised What is the effect of quant finance on global markets?
fixed spelling for D MacKenzie; added 1 characters in body
Apr
2
comment Trading C++ Libraries
Sorry, but this is a clear -1: TAlib is written in C and is, for better or worse, or technical analysis library. Why do you equate that to trading strategy? TAlib has nothing on drawdowns, vol forecasting etc pp.
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.
Mar
25
answered Covariance for arbitrarily large portfolios
Mar
21
awarded  Quorum
Mar
19
revised Using Black-Scholes equations to “buy” stocks
edited title
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.
Mar
15
answered Switching from C++ to R - limitations/applications
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.
Mar
10
comment Python library for Portfolio Optimization
There are rpy and rpy2 so you can reap R's solutions in Python too...
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.
Mar
1
awarded  Enthusiast
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.
Feb
23
reviewed Approve suggested edit on Price of Brent versus West Texas Intermediate
Feb
20
awarded  Good Question
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.
Feb
19
revised Technology stack used in Bloomberg
added 586 characters in body
Feb
19
answered Technology stack used in Bloomberg