2015

05-03 Rise of Quants - Again
05-03 Modeling Trades-Through in a Limit Order Book
05-03 Modeling Civilian Deaths in Iraq
05-03 Mini Projects on Hawkes processes
05-03 Bitcoin Trade Arrival Modeling
04-28 ACD–Modeling Irregular Spaced Transaction Data
04-26 FBI report on “Flash crash” Fraudster
04-23 Simulating univariate Hawkes’ by thinning
04-22 MLE of Hawkes' self-exciting point processes
04-19 Virtu goes Public
04-19 Simulating NHPP in R
04-19 Play @ Bandra
04-16 Résumé virtues & Eulogy virtues
04-15 Order Flow, Transaction Clock, and Normality of Asset Returns
04-14 Why is Poisson process, a very special process
04-14 Queueing Systems : Volume I
04-13 Quote for the day
04-12 Quote for the day
04-12 Quantitative Trading with R : Book Review
04-11 Math is forever
04-09 The need for a Bayesian wrapper
04-08 The Big Reset : Book Review
04-04 Why is Life expectancy at birth in Monaco ~90 years
04-02 Hawke’s Process in a Marketing Context
03-29 The Glass Cage : Book review
03-29 If Truth Be Told
03-28 Digital Dice : Book Review
03-21 Quote for the day
02-22 Use of Continued Fractions for Laplace Transforms
02-20 Inverting Laplace Transforms in R
01-26 Parrondo’s Paradox : Can two wrongs make it right
01-26 Effortless learning is a dangerous illusion
01-24 M/M/1 Transient Queue length distribution
01-18 Taleb@NYU
01-17 Difference and Differential Equations with Applications in Queueing theory : Book Review
01-11 “Sailor, Coconuts and Monkeys”– Continued Fractions
01-10 Flash Boys : Not So Fast – Summary
01-06 Charlie Rose with Michael Lewis
01-06 Advanced R : Book Review
01-05 Ronan Ryan on IEX
01-05 Flash Boys : Book Review
01-04 Securities Trading Primer
01-03 Scaling of the distribution of fluctuations
01-01 The Complete Guide to Capital Markets for Quantitative Professionals : Summary
01-01 How to be alone – Book review

2014

12-31 Books read in 2014
12-28 Open Secret : Review
12-25 What happens in Silence
12-22 Luck versus Skill
12-21 Kaal Chakra