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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.
Feb
8
comment What programming languages are most commonly used in quantitative finance?
LexiFi (lexifi.com) uses OCaml
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