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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.
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 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
Feb
12
answered Statistical learning libraries
Feb
11
comment Free data on swap options
Thanks for the RQuantLib plug.
Feb
11
awarded  Enlightened
Feb
11
awarded  Nice Answer
Feb
11
answered Training set of tick-by-tick data?
Feb
10
comment Proving Random Walk Hypothesis in Stock Market
Thanks -- you're probably right, my copy is at home.
Feb
10
revised Is variable binning a good thing to do?
added 228 characters in body; added 163 characters in body
Feb
10
comment Is variable binning a good thing to do?
You should probably look at the slides, or watch the video, for details.
Feb
10
answered Is variable binning a good thing to do?
Feb
10
answered Proving Random Walk Hypothesis in Stock Market