Tag Archives: nerds

I was just reading a funny book chapter: Nerds on Wall St

I was just reading a funny book chapter: Nerds on Wall St

Here are some things I consider now, and I’m interested if you have others.

* the relationship makes sense
* parsimonious model / few parameters
* parameter values aren’t extreme (use regularization)
* start with a relationship in mind
* don’t try too many ways of improving the model
* check that it isn’t overly sensitive to parameter values
* hold a couple of years’ data out-of-sample for testing
* must work consistently over time/stocks/markets
* no black box, I need to see how decisions are being made
* many trade opportunities for increased statistical significance
* the distribution of returns looks reasonable

http://www.wilmott.com/messageview.cfm?catid=38&threadid=97417

From Sholom so thank to him

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For ultra nerds in Youtube video: Nvidia demos the different between CPU and GPU with CUDA Parallel computing power!

For ultra nerds in Youtube video: Nvidia demos the different between CPU and GPU with CUDA Parallel computing power!

Now you know why I spend so much time on parallel computing

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