Mean Reversion

Tech rebound, the news say. Vast armies of savvy investors ready to pitch their dollar for the signs of hope for the next big one.

Reflecting on the 2009 djia. No wonder Goldman had such a spectacular year - the big rebound started in at Mar 06. From 6626.94 rock bottom to 10k dow in mid-October. It could have been a bad year only for illiquid ones. But, let's see what happens now when the bear had arrived. Funny businessweek article. - breed 'em then buy 'em is a great model, but what about moral hazard implications ?

Fluctuating economy. No rock to stand on. The next best things is finding right angle confluence of laminar flows.

The Risiko board game. Growing cultures behind closet doors, the corporate glass gardens. Microcosms of it's own. Additivity taxonomies for base set of random variable statistics. In search of a reference. Covariance - raison d'être of portfolio theory.

Scattered particles filling the void. An empty promise. A glimpse of hope. At least the Liar's Poker is over.

Continuum Beanbag Revisited

Alternative risk measures. Bond duration limits. One size doesn't fit all. Apples and Oranges Lemma.

Goodbye Pork Pie Hat. Computational complexity of financial products. Intractability of portfolio-product decomposition. Reverse the efficient set. Duration-based bond selection. International Finance discussions. Monte Carlo methods for bond default analysis.

More efficient sets. Jensen-Renyi Divergence. It never entered my mind. Big questions. Markowitz's mean-variance analysis. Central Park West. Not a good day for staying focused. Irrational promises of seemingly endless weekends.

Subadditivity of asset variances. Reflections of George Polya and student days on vintage wood beneath the green lights. Cheap Russian translations of academia masterpieces. MIT WWII-supply Electromagnetic textbooks on war-reserve recycled paper. Obsolete vacuum structure theories. Maxwellian reality.

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.

There it goes again

The Smiths on the radio. Grey morning heading for the afternoon. Messaging ways. Enterprise integration patterns.

Collisions in java logging forest. Interoperability, people ? Better projects do help development, but in the long run they might create unfair competition. Software projects economy. Jetty centralized slf4j logging colliding with qpid invoking slf4j directly. Collapse occurs. Loggers killed the application embedding. Quick hack - replacing slf4j-log4j with slf4j-simple. That's that. There are more interesting problems awaiting.

Dealing with confusions of async message delivery. Queue-driven runtime. Indexing dynamic data sources ? Controlled environment for thread handler execution. Long lost microseconds on the blocked threads highway. Visions of the times from long before. Yet, they are still waiting.

Finishing the pipeline. How do we address testability ? XML in the fast lane. Loosing a bracket here and there. Won't work, we do care. Marshalling sql updates. Full cycle. Discussing the world and the limits of expectations. Desire to belong to imagined perfect world just to realize that the real one don't seem worth dreaming. Still, start scratching the surface and bricks occur. The decaying plaster.

Following Hadoop steps. Giant footprints in data mud.

Implied Latency

Last minute evasive maneuvers. Simple return types. Builder pattern in partial object creation. The right tool for the job. Walking back down the UML boulevard. Small joys with yUML. Visual Paradigm UML seems like a serious OS/X option. Indent wars.

Picking battles. Sometimes a bit abstraction with no particular reason can be good. An unexpected offer. Quite pleasing. Alternative take on Builder pattern.

Betrayed by IntelliJ IDEA. Never undo refactoring if the original sources weren't committed! Swapping objects. Finding suitable home for classes used among packages. Dependency clash. Safety when converting to local classes, even if it took manual bean coding time. Spring cold kicking in. XML serialization for queue messages.

Back to qpid/jms. Vintage soundtracks. Dreams from far away. Logging too verbose. Difficulties with servlet JNDI. AMQNoRouteException. Back to queue troubleshooting. Yet, for another day.

Quiet Slipstream

Infrastructure updates. Troubled by AXIS2-3017. Street murmur. Having trouble stating the obvious. Portfolio selection vs futures position for profit lockdown ? Discussing distributed filesystem solutions for simplifying the design of replicated-data-store. Additional constraint of high availability and only tolerance for partial data access failures. Plus requirements to allow storage of large number of small files. Tricky. Lustre seems like a promising candidate. Time waits for no man.

Turing completeness of queue-based computation. Becoming regular reader. Message to Object demultiplexing. Sill working on compatibility issues. JAXB to the rescue. POJO-XML serialization model has dramatic limitations. Finally ended up with doing the thing semi manually. At least it's over.

Friendly talks with drunk walkers at Knez Mihajlova street.

Midtown Music

Spring preview in the streets. Pure bliss. Increasing entropy of the coffee shop. The eternal pursuit for the front view. Small things as contemporaries in the substance chronicles. Illustrations of the Curse. Diminishing distances with dimensionality increase. Combinatorial explosion of model-space. Increasing multicolinearity probability.

Fitting local structure of function. Simple mahout dimension-decomposition job. Locally-low dimension of function. 1-cube in pow(R,10) - seems Gaussian to a naked eye. General framework for estimating default risk by variable selection from media sources. Integrate mahout lib functions to voidbase for realtime/batch infrastructure.

Mixing queueing and state maintenance. Direct POST to soap service. Assuming all message conventions are satisfied, it should work right away. Deserialization will cause issues. All you need is a properly formatted soap message, raw post, and there you go. Stay away from complex xml types.

Fahey's strings. Deciphering fragments of autogenerated code. Axis2 Java Bean camelCase conventions on xml elements. No interoperability with legacy .net apps. Much Ado About Nothing.