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bio website cs.washington.edu/homes/tws
location Seattle, WA
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visits member for 3 years, 2 months
seen Dec 19 '13 at 3:42

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Feb
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comment What programming languages are most commonly used in quantitative finance?
@Shane: I was responding to the mention of Jane St. as a "lonely user of OCAML". I wasn't trying to claim that the language was popular or commonly used.
Feb
8
comment What programming languages are most commonly used in quantitative finance?
LexiFi (lexifi.com) uses OCaml
Feb
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revised Is Scala used in trading systems
Added link to talk on Scala by EDF Trading
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revised Is Scala used in trading systems
Added reference URLs
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answered Is F# used in trading systems?
Feb
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answered Is Scala used in trading systems
Jan
31
comment Hedging stocks with VIX futures
Some have noticed an inverse relationship between returns and volatility -- the so-called "leverage effect." The following discusses it, though there is probably a better resource floating around: ideas.repec.org/p/sfi/sfiwpa/0101120.html
Jan
31
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