Friday, February 26, 2010
Deadline Superhighway
Thought monologue. Finding correlations in data when there aren't any. It's harder when you even can't do that. Heavily biased data sets.
Static portfolio allocation with continuous changes in asset covariance ? Evolution of indifferent-to-distribution investor idea. Pursuit for "real" risk measure. Unfortunately it's probably investor-specific. Economic theory is not happy with such things. Socially responsible investing, anyone ? Required minimum levels ?
Simple Hadoop reporting framework for the masses. Cutting's "big spreadsheet" idea. Continuum bean bag.
More axis fun. Eternal compatibility struggle. Revenge of WS-Addressing. Mapping return codes to wsdl.
Big data. Seeking rho. Still in need of convenient ad hoc analysis solution. R as eternal de facto. Getting used to 0.20 API Context Objects.
Blog Archive
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2010
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February
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- Mean Reversion
- Continuum Beanbag Revisited
- Deadline Superhighway
- There it goes again
- Implied Latency
- Quiet Slipstream
- Midtown Music
- Sidewalk daydreaming
- Ailing Machinery
- Dimensionality redux
- The accidental glitter
- Infrastructure Bliss
- More italian taste
- Delayed Awakening
- gray & white | soul delight
- Saturday Sun
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February
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