Two Plus Two Newer Archives  

Go Back   Two Plus Two Newer Archives > Search Forums
FAQ Community Calendar Today's Posts Search

Showing results 1 to 25 of 380
Search took 0.02 seconds.
Search: Posts Made By: crazy canuck
Forum: Business, Finance, and Investing 11-30-2007, 01:04 PM
Replies: 9
Views: 236
Posted By crazy canuck
Re: Evaluation of Ms in Financial Eng for trading job

[ QUOTE ]

The feedback I've gotten is that the first one is more theory based, while the second one is more practical based. Not sure how to interpret that by just looking at the modules...
Forum: EDF 11-17-2007, 11:32 PM
Replies: 35
Views: 331
Posted By crazy canuck
Re: Grand Unified Theory Solved... Maybe

[ QUOTE ]

he's super arrogant but occasionally funny. his use of the phrase "cargo cult" to describe amateur scientists who latch on to small bits of theories they don't understand is pretty...
Forum: Business, Finance, and Investing 11-12-2007, 09:01 AM
Replies: 7
Views: 81
Posted By crazy canuck
Re: Is this a good site to rely on?

[ QUOTE ]

interesting. I was refered to that site by my roommate. Any other sites you guys recommend?

[/ QUOTE ]

Maybe try: collective 2 (http://collective2.com)
Forum: Business, Finance, and Investing 11-08-2007, 05:33 AM
Replies: 34
Views: 278
Posted By crazy canuck
Re: Market Model Thingy

[ QUOTE ]

If I were to rerun it, getting rid of all stocks < X, what is a good X?

[/ QUOTE ]

I don't know exactly...I wish someone else who traded/trades small caps would reply. I'm...
Forum: Business, Finance, and Investing 11-08-2007, 04:44 AM
Replies: 34
Views: 278
Posted By crazy canuck
Re: Market Model Thingy

[ QUOTE ]

does any other "fixes" come to your mind regarding data analysis in matlab? like something along the pinv type fix?

[/ QUOTE ]

Can't think of a major fix right now.

If there...
Forum: Business, Finance, and Investing 11-07-2007, 11:45 AM
Replies: 34
Views: 278
Posted By crazy canuck
Re: Market Model Thingy

No idea about decimal places..if someone knows it please post it.

Up to now I just multiplied by 10 to the appropriate power.
Forum: Business, Finance, and Investing 11-07-2007, 11:39 AM
Replies: 34
Views: 278
Posted By crazy canuck
Re: Market Model Thingy

The function pinv calculates the pseudoinverse:

matlab link...
Forum: Business, Finance, and Investing 11-07-2007, 09:03 AM
Replies: 33
Views: 230
Posted By crazy canuck
Re: Quants without phds?

[ QUOTE ]
so you agree with me? great.

[/ QUOTE ]

Over the short term yes. Over the long term no...like I said there other factors besides PhD-s that are not helping. But long term...
Forum: Business, Finance, and Investing 11-07-2007, 08:46 AM
Replies: 34
Views: 278
Posted By crazy canuck
Re: Market Model Thingy

One easy way to check your code is to generate random data with 0 mean returns:

e.g. rand(m,n)-0.5 in matlab with m,n desired size

and see if your code generates profit (of course it...
Forum: Business, Finance, and Investing 11-07-2007, 08:27 AM
Replies: 33
Views: 230
Posted By crazy canuck
Re: Quants without phds?

OP, depends on what you mean by "quant". My friend who is doing 40% marketing, 30% fundamental analysis and 30% regression calls himself quant. Another one who reads VaR values all day assumes he is...
Forum: Business, Finance, and Investing 08-19-2007, 02:56 PM
Replies: 30
Views: 128
Posted By crazy canuck
Re: Survival of the fittest

[ QUOTE ]
GA can be applied in many areas. While this particular model doesn't reflect GA, survival of the fittest algorithms were used when selecting the inputs.

To avoid overfitting is modeling...
Forum: Business, Finance, and Investing 08-18-2007, 05:00 PM
Replies: 30
Views: 128
Posted By crazy canuck
Re: Partners & NDA

I am an expert in Genetic Algorithms. I could publish in the field since I used it for years. You're right that it can provide an edge, but the code you posted has nothing to do with GA. You just...
Forum: Business, Finance, and Investing 08-17-2007, 06:29 PM
Replies: 28
Views: 127
Posted By crazy canuck
Re: Are naked calls/puts insanely +EV? What am I missing here?

[ QUOTE ]

What do you mean by true price if you mean something other than market price?

[/ QUOTE ]

By true price, I did not mean theoretical price....I meant fair value. Sometimes there...
Forum: Business, Finance, and Investing 08-17-2007, 05:27 PM
Replies: 28
Views: 127
Posted By crazy canuck
Re: Are naked calls/puts insanely +EV? What am I missing here?

It's hard to say what causes certain options to appear more expensive than their theoretical value without knowing how the brokerage fits their model.

My guess is that they use a constant implied...
Forum: Business, Finance, and Investing 07-14-2007, 02:33 AM
Replies: 26
Views: 124
Posted By crazy canuck
Re: An experiment with riding a mutual fund manager

[ QUOTE ]

Canuck,


You minimize risks more by owning the whole market than you do by owning 15 stocks? That is amazing, I can't believe no one ever thought of that before!

[/ QUOTE ]
...
Forum: Business, Finance, and Investing 07-13-2007, 04:17 PM
Replies: 26
Views: 124
Posted By crazy canuck
Re: An experiment with riding a mutual fund manager

Here is an interesting link regarding the number of stocks one should have in a portfolio:

The 15-Stock Diversification Myth (http://www.efficientfrontier.com/ef/900/15st.htm)

The conclusion:...
Forum: Business, Finance, and Investing 05-25-2007, 05:24 PM
Replies: 17
Views: 129
Posted By crazy canuck
Re: Morgan Stanley says stocks could fall 10%

[ QUOTE ]
Question for the statistically minded:

If you have an asset with a 17% standard deviation, how often can you say it will fall at least 10% in the next six months and end up being right...
Forum: Other Other Topics 05-19-2007, 03:29 PM
Replies: 702
Views: 2,874
Posted By crazy canuck
Re: Prs to be making me less broke? Financial Follies

[ QUOTE ]

Young (24), able-bodied. BA, University of Texas, 2004 - History. No criminal record, owns transportation, genius, probably the world's greatest casual conversationalist.

[/ QUOTE ]...
Forum: Other Other Topics 04-24-2007, 04:37 AM
Replies: 10
Views: 188
Posted By crazy canuck
Re: Cinco de Mayo

$30 teenage prostitutes. Nothing like a real Tijuana experiencce. Make sure you get both boys and girls.
Forum: BBV4Life 04-24-2007, 04:13 AM
Replies: 61
Views: 238
Posted By crazy canuck
Forum: Other Other Topics 04-24-2007, 03:15 AM
Replies: 15
Views: 76
Posted By crazy canuck
Re: oriental vs asian

[ QUOTE ]
the adjective "oriental" is used for stuff not people

[/ QUOTE ]

Yeah, like oriental masseuse.
Forum: Other Other Topics 04-23-2007, 05:00 PM
Replies: 38
Views: 191
Posted By crazy canuck
Re: Older woman digs me (no pics)

Here is a better place to troll:

link (http://forumserver.twoplustwo.com/postlist.php?Cat=&Board=Laughs)
Forum: Other Other Topics 04-23-2007, 12:40 PM
Replies: 49
Views: 179
Posted By crazy canuck
Re: Post your own conspiracy theory thread

Mason is jewish. Sklansky is jewish. Ed Miller is half jewish. It's clear that 2+2 was created by Zionists to fool the population into believing that it is possible to profit from gambling. However,...
Forum: BBV4Life 04-22-2007, 07:13 AM
Replies: 54
Views: 213
Posted By crazy canuck
Re: Post pictures of Celebs you met!

Who is Brian Blessed?

I don't meet anybody besides a few Olympic gold medal winners...I live in Canada.
Forum: BBV4Life 04-22-2007, 03:41 AM
Replies: 43
Views: 191
Posted By crazy canuck
Re: Why is it considered ghey if guys massage each other?

Picture says a 1000 words (http://baligaytravel.com/baligay_scene/yusman.jpg)

Edit: might be NSFW
Showing results 1 to 25 of 380

 
Forum Jump

All times are GMT -4. The time now is 11:49 AM.


Powered by vBulletin® Version 3.8.11
Copyright ©2000 - 2024, vBulletin Solutions Inc.