2014

12-20 The causal impact of algorithmic trading on market quality
12-20 Propensity score in observational studies
12-19 The Art of Stillness
12-05 Hands-On Programming with R
12-04 Quote for the day
12-02 User vs. Programmer
11-30 The End of Absence : Book Review
11-23 How We Learn : Book Review
11-14 Curious: Book Review
11-09 How Not To Be Wrong
10-19 Wow!
10-19 The Dip : Review
10-18 Using Emacs for 3 decades
10-12 The Lotus Eater
10-12 Hadoop - The Data Scientist's Dream
10-11 Are we here by chance
10-05 84, Charing Cross Road
09-22 Work-Life Balance
09-19 “glmnet” webinar
09-13 The imprecision of volatility indexes
09-13 Melodious Hamsadhvani
09-13 Introduction to Bootstrap Methods with Applications to R
09-12 What’s wrong with VIX
09-12 How Normal is a family of distributions
09-09 More than you ever wanted to know about Volatility Swaps
09-09 Derman’s Berkeley MFE Commencement Speech
09-08 What should a 20-year-old do in life
09-08 The Log Contract
09-07 Liquidity considerations in estimating implied volatility
09-07 Choosing the Best Volatility Models
09-07 A Simple Long Memory Model of Realized Volatility
09-06 Efficient Estimation of Volatility using High Frequency Data
09-05 Consistent High-Precision Volatility from High Frequency Data
09-05 Bootstrap method for robust inference
09-01 Kathalaya
08-31 Quants: The new risk takers of finance
08-31 Mathematical Techniques in Finance : Review
08-30 Data Dredging
08-29 Zhou’s estimate
08-25 High Frequency Manipulation at Futures Expiry
08-25 Goldman’s desperate attempt
08-24 An Introduction to Information Theory
08-17 Essence of a Raag
08-13 “caret” author
08-10 Why econometricians need to learn new tricks
08-09 A Mind for Numbers
08-08 Matrix Algebra : Theory, Computations, and Applications in Statistics
08-02 Axler revisited
07-29 Curse of Dimensionality
07-26 Mumbai street lamps