No joke. C source code from a employee in 2001 in Rentech. I also found a bunch of research papers from another researcher at the firm. This is of James Simmons fame As a tip, just follow these research names of RenTech via Linked In. This shows what kind of projects they worked on before …
Savvy Investor curates the best pensions and investment white papers from around the world. Having uploaded more than 20,000 papers since launch, they have a unique platform from which to host these Awards. The Savvy Investor Awards are judged on the basis of the quality and readability of the paper and its appeal to …
Market Making and Mean Reversion research paper PDF This came in from my Telegram private group Click to access marketmaking.pdf NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!
Path Integral & Asset Pricing quant paper Another research paper from SSRN http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2506430 Abstract: We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White model, we can apply the same techniques …
Quant analysus math researcb paper for Phynance New research paper from SSRN http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2433826 Abstract: These are the lecture notes for an advanced Ph.D. level course I taught in Spring ’02 at the C.N. Yang Institute for Theoretical Physics at Stony Brook. The course primarily focused on an introduction to stochastic calculus and derivative pricing with …
Research paper on mean reversion and optimization This is a good one for all those newbies on this Dr Ernie Chan classic trading strategy http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2478345 Join my FREE newsletter to learn more about applying these research papers to your automated trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. …
Research paper on mean reversion and optimization Read More »
Paper + math = awesome origami I stole this from Dr Paul Cottrell’s Facebook feed Join my FREE newsletter to learn more about how math benefits your automated trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what …
YinYang Volatility Bands working with new Paper Yin-yang_volatility – CFRI Journal From the author of this indicator: thanks for your interest in my YinYang Volatility bands. Your code looks correct. However, in real applications, your “direct” may have wipsaws, so you could add a moving average on your “d” before calculating “direct”. For your information, …
Utilizing Topographic Finance to Understand Volatility paper This is by the newly Dr Paul Cottrell http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2590405 Join my FREE newsletter to learn more about these research papers NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!
NOW Lets shred apart this HFT BoE paper I think someone got to it before we did http://blog.themistrading.com/the-inconsistencies-in-the-latest-pro-hft-study/ Join my FREE newsletter to learn more how ‘evil’ HFT is NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or …
