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| bio | website | cs.washington.edu/homes/tws |
|---|---|---|
| location | Seattle, WA | |
| age | ||
| visits | member for | 2 years, 3 months |
| seen | 2 days ago | |
| stats | profile views | 33 |
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Feb 9 |
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. |
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Feb 8 |
comment |
What programming languages are most commonly used in quantitative finance? LexiFi (lexifi.com) uses OCaml |
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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 |
