tradingwithmatlab.blogspot.com
Quantitative Futures, stocks and Options Trading (AVAILABLE FOR MATLAB FREELANCING): A simple way to Backtest Option Straddles
http://tradingwithmatlab.blogspot.com/2009/07/simple-way-to-backtest-option-straddles.html
Quantitative Futures, stocks and Options Trading (AVAILABLE FOR MATLAB FREELANCING). Quantitative Futures, stocks and Options Trading. Sunday, July 26, 2009. A simple way to Backtest Option Straddles. Here is a figure that shows a stocks historical movements over the past 3 years for a 30 day rolling window period. I would be interested in a more general option-strategy backtesting framework under MATLAB/Octave. Do you have a hint where one can find one? Or do you plan to extend on this one? TSR NIFTY UP...
mathfinance.cn
About me - Quantitative Finance Collector
http://www.mathfinance.cn/biao-guo
The trackback url will expire after 23:59:59 today. 09/2013 Assistant Professor, School of Finance, Renmin University, China. 05/2013 08/2013 Visiting Researcher, Business School, Xi'an Jiaotong-Liverpool University, China. 05/2010 07/2010 Quantitative Consultant Intern, Fintegral Consulting, U.K. 10/2008 07/2009 Statistical Quantitative Researcher, AHL, Man Group, U.K. 01/2007 07/2007 Manager of Risk and Innovation Team, xQuant, China. 09/2004 12/2006 Quantitative Analyst, xQuant, China. The Nelson-Sieg...
johndcook.com
An array of hammers
http://www.johndcook.com/blog/2011/12/02/an-array-of-hammers
John D. Cook. An array of hammers. In a comment on the previous post. Vonjd brought up the famous quote from Abraham Maslow:. It is tempting, if the only tool you have is a hammer, to treat everything as if it were a nail. Doing good work with bad tools. 10 thoughts on “ An array of hammers. 2 December 2011 at 04:25. Wow, obviously you were inspired by my comment – I feel flattered! 2 December 2011 at 06:46. 8230;but when all you have are nails, nothing looks like a hammer. 2 December 2011 at 08:14.
blog.wolframalpha.com
Wolfram|Alpha Changes Its Name—Wolfram|Alpha Blog
http://blog.wolframalpha.com/2011/04/01/wolframalpha-changes-its-name
The Wolfram Alpha Blog is now part of the Wolfram Blog. Join us there for the latest on Wolfram Alpha and other Wolfram offerings ». Wolfram Alpha Changes Its Name. April 1, 2011 — The Wolfram|Alpha Team. When we launched, our strongest areas of knowledge were definitely in mathematics and science, but we’ve steadily increased our coverage of data in more popular “everyday” areas: information about health and medicine. We know this is a dramatic change. But after extensive research, we’re certa...You got...