Tag Archives: understand

Utilizing Topographic Finance to Understand Volatility Meetup

Utilizing Topographic Finance to Understand Volatility Meetup

7-8pm.

April 27

Volatility Surfacing

Visual representation methods are a common problem in econometrics and finance in order to describe system dynamics. In this paper we address this problem by using the bi-harmonic oscillation process and the Brownian motion components, to generate a three-dimensional volatility surface.

The empirical analysis have been carried out on the S&P500 Index, the 10-year US Treasury Rates, and the West Texas Intermediate oil price, by using 85 daily closing observations, at the purpose to show how visualization of volatility can help understand longitudinal movements of price within different asset classes.

A research paper was just posted 

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Paul Cottrell MG_2087

 

 

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Utilizing Topographic Finance to Understand Volatility paper

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

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Utilizing Topographic Finance to Understand Volatility

Utilizing Topographic Finance to Understand Volatility

From working research paper by Dr Paul Cottrell

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Predictive Modeling: Use R to understand Heteroskedasticity and Fix it

Predictive Modeling: Use R to understand Heteroskedasticity and Fix it
Thursday, July 25, 2013
8:00 PM
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What background does a Wall Street investment bank software architect need to understand the power of quant and HFT development

What background does a Wall Street investment bank software architect need to understand the power of quant and HFT development

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Anyhow, this person had questions:

 

Hi – I’m an architect with an investment bank at wall street. I want to start on quants and I want to sign up. Before that I sign up want to know more about your membership. Can anyone with basic knowledge work with the material in the site?

 

I am unsure of your background. This stuff is not a trading system out of a box. If you have decent software development skills, you should be able to understand this stuff. I am unsure of your tool preferences if you don’t mind .NET, Matlab, and R, then these are tools I use. Do you have a decent math ground? This is quant as it ain’t easy no matter who you talk to or get sold by. Let me know more about your background and I can be more precise.

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!