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I.A.Q. | Contravariant
https://contravariant.wordpress.com/about
A senior quantitative analyst at a Big Hedge Fund. Why do you do this? To discharge half-assed ideas that didn’t make it in my day job; to hear what other people have to say; to vent. Why do keep anonymous? Once upon a time, when I refereed papers I used to sign my review. I don’t like anonymity. I don’t think anything I will write here will be of a proprietary or confidential nature, but if you had signed an NDA like mine, you’d be wary to discuss work with your mother. I am. Feed for this Entry.
Absorption Probabilities | Contravariant
https://contravariant.wordpress.com/2012/03/30/absorption-probabilities
Margin Notes on “Margin Call”. The way of the monkey or the way of the monk. Many trading systems employ an entry and exit decision. You may enter a long or short position in an instrument at a given price, and close it when the return exceeds a threshold value, or falls below a tolerable value. One natural question is: if you know the trend of the price process, can you estimate the probability of hitting the upper threshold first? A simple R code to estimate absorption probabilities is the following:.
Margin Notes on “Margin Call” | Contravariant
https://contravariant.wordpress.com/2012/01/02/margin-notes-on-margin-call
Margin Notes on “Margin Call”. As of this writing (Jan 1, 2011), “Margin Call” has 86% positive reviews according to Rotten Tomatoes. I watched it last night because of this positive review on NPR. Let’s start with the obvious things first. The authors of the movies didn’t do their homework. The film just feels fake and inauthentic from the start. Here are some of the things I observed in the first 15-20 minutes:. How things happen in an investment bank. You are notified, sign a form, and. Of security...
March | 2013 | Contravariant
https://contravariant.wordpress.com/2013/03
Archive for March, 2013. 8217; creates names for a vector equal to its elements #’ #’ @param x vector #’ @return a vector with names equal to its elements #’ @author G.A.Paleologo email{paleologo@gmail.com} withNames - function(x){ names(x) - x x } #’ Multiplies a diagonal matrix by a matrix. #’ #’ @param x numeric, representing the diagonal of the […]. The way of the monkey or the way of the monk. Margin Notes on “Margin Call”. Create a free website or blog at WordPress.com.
The way of the monkey or the way of the monk | Contravariant
https://contravariant.wordpress.com/2012/04/29/the-way-of-the-monkey-or-the-way-of-the-monk
The way of the monkey or the way of the monk. The blog Condor Options has a glowing post interview. About Tadas Viskantas. Viskantas is the author of Abnormal Returns, a popular blog consisting mostly of links to financial news and analysis of interest. The blog has given way to a book: “Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere”. Tweets links to academic papers; CXO advisory. Where does value come from then? On the other side, the. Feed for this Entry. You ar...
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Contra Vapor
Este país está cheio de espertos e moralistas que até chateia. Precisava era de ser pasteurizado em merda de uma ponta à outra". José Cardoso Pires, in. Balada da praia dos cães. Lisbon, El Caballero, Vatican City. Ver o meu perfil completo. O bordel dos inúteis. E agora Velha Europa? Requiem por um cão de quinta. Sebastianismo, esse cadáver adiado. Muito circo e pouco pão. Um fogo que arde sem se ver. Os homens sem qualidades. Turismo de imitação. Quarta-feira, janeiro 25, 2006. O bordel dos inúteis.
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Contravariant | Just another WordPress.com site
8217; creates names for a vector equal to its elements. 8217; @param x vector. 8217; @return a vector with names equal to its elements. 8217; @author G.A.Paleologo email{paleologo@gmail.com}. 8217; Multiplies a diagonal matrix by a matrix. 8217; @param x numeric, representing the diagonal of the matrix. 8217; @param Y matrix, having a number of rows equal to the length of x. 8217; @return a matrix, equal to code{diag(x) %* % Y}. 8217; @author G.A.Paleologo email{paleologo@gmail.com}. For (i in 1:n){.
Contravaris | Selecciona tu País
Garden House S.A. - Chile Santiago. Avenida Presidente Jorge Alessandri R. N 12.310, San Bernardo. Teléfono: (56-2) 2477 6000- Fax: (56-2) 2477 6002.
contravatar | Mark Harding's blog
Mark Harding's blog. Edinburgh Festival 2015: Running List. Just a list of shows seen:. Sylvie Guillem – Life In Progress :@ EIF. The Norman Conquests: Coming Together @ C. Knowledge and a Girl. (Howard Barker) @ C. Roughs for Radio @ C. Between Us and Hunting Dust: Dancebase. Dancers: Emma Snellgrove, Joanne Pirrie. Dancers: Adrienne O’ Leary, Freya Jeffs, James Southward, Tamsyn Russell. The Last Hotel @ EIF. White Rabbit Red Rabbit @ George Square. Da Da Darling @ Zoo. August 15, 2015. August 10, 2015.
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