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Mar 21
California wine is wine made in the U.S. state of California. Nearly three-quarters the size of France, California accounts for nearly 90 percent of entire American wine production. The production in California alone is one third larger than that of Australia. If California were a separate country, it would be the world's fourth-largest wine producer. Can you imagine how big the California wine industry is? The following infographic will tell you, I am sure you will know better after reading it.


Via: Wine Online
Mar 18

Write for Us

Posted by abiao at 18:03 | Others | Comments(7) | Reads(41945)
I have got few emails and messages recently asking for the possibility to write an article and post on Quantitative finance collector blog, for example, "I have come across finance sites and am willing to contribute with an article. Please do let me know if you are interested to do so", "I love to write unique finance articles & after seeing ur site I have written one unique article for ur site. Will u be interested to publish it in ur site along with my link"...

write for us
Forgive me if I didn't reply individually, the short answer is: YES, you can, but subject to the following criteria:
1, the content of the article must be informative, quantitative oriented, relevant to quantitative finance in general, specifically, any article about quantitative trading, investment news and ideas, quantitative risk analysis, derivative pricing code and software, etc., is highly welcomed. Here are a few examples:
http://www.mathfinance.cn/value-at-risk/
http://www.mathfinance.cn/sudoku-spreadsheet-example-matlab-excel-link/
http://www.mathfinance.cn/valuation-of-stock-option-with-discrete-dividend/;
2, the article must be unique and writen only for Quantitative finance collector blog, rather than a copy from other sites;
3, the site linked to must be healthy, no gambling & porn & loan & mortgage are accepted;
4, the article should be above 300 words (unless it is infographics).

The benefits of posting artiles on this blog:
1, as a sign of gratitude, we will leave maximum two links back to your site in the post, which will increase the exposure and traffic of your site;
2, the link is do-follow, which means the link will be better recoganized by search engines;
3, the blog has around 1000 unique visitors per day, by writing an article and leaving your contact information here, you are more likely to be recoganized;
4, more opinions are always good for both of our readers.

About MathFinance.cn:
Blog on Quantitative finance code, methods in math finance focusing on derivative pricing, quantitative trading and quantitative risk management. Several features:
1, one of the few mainly quant oriented blogs;
2, received on average 30,000+ unique visitors and 50,000+ pageviews per month;
3, visitors are mostly from US, UK, Canada, France, and Germany.

How to post an article:
simply send your article to abiao @ mathfinance.cn (remove space). Posting an article is totally free as we believe it will be a win-win strategy.  
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Mar 15
Consistent Long-Term Yield Curve Prediction: an arbitrage-free non-parametric yield curve prediction model which takes the full (discretized) yield curve as state variable, allowing us to separate clearly the tasks of estimating the volatility structure and of calibrating market prices of risk.

An Introduction to 6 Machine Learning Models: a high level summary of underlying algorithmic approach.


Backstage Wall Street: An Insider’s Guide to Knowing Who to Trust, Who to Run From, and How to Maximize Your Investments: Josh lays out in great detail what every person needs to know about what is going on today in the world of investments that are being offered to you from every broker, advisor etc that wants your money.
Mar 9
Hidden Markov model applied to FX prediction: can we use Markov Switching model for trading strategy?

3 ways to the use the 200 day moving average: 3 ways to use 200 day moving average to identify trend, slope and crossover.

Modeling Interest Rates with One Factor and Maturity-Dependent Volatility: detailed example of using Heath Jarrow and Morton (HJM) interest rate model.

Interview: Patrick Burns Quantitative Finance in R: the founder of Burns Statistics, providing consulting and bespoke software specializing in quantitative finance, programming in the S language, and optimization via genetic algorithms and simulated annealing.

Multiple Factor Model – Building 130/30 Index: detailed R example how to build 130/30 Index based on the a multiple factor model.
Mar 5
Patrick BurnsDr. Patrick Burns is the founder of Burns Statistics, providing consulting and bespoke software specializing in quantitative finance, programming in the S language, and optimization via genetic algorithms and simulated annealing. Patrick has written many papers on quantitative finance and statistics, he is also the author of the book The R Inferno and the R package BurStFin.  

Tell us a little background info about yourself. Where are you from? What’s your education background?


I was born on the edge of a wheat field in the Empty Quarter.  I made my way to Seattle for university where I received a PhD in statistics (with an emphasis on computing and a smattering of economics).  Much later I moved to London.

In graduate school one of my office mates was Robert Gentleman, who would a few years later be half of the team that originated R.

How long have you been using the R language and to what extent? What are the main reasons you choose to run analysis in R rather than other languages?


I first touched R in the early 90's when Robert came around with it on his laptop.  However I didn't seriously make the switch from S-PLUS to R until I started Burns Statistics in 2002.

A big reason I use R is because I used to be a developer of S-PLUS (R's sibling) and so I'm naturally fluent in R.
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