2014

07-26 Lehmann or Lie men
07-16 Device that solves the “Puncture” problem
07-13 Optimal Liquidation
07-12 Is Deliberate Practice hyped
07-12 Google trends : Proxy in State Space modeling
06-21 Temporal Aggregation of GARCH Processes
06-19 Spectral Analysis of Time Series Data : Summary
06-16 “Bin Tere” on Sitar
06-14 Stylized Facts
06-14 Mandelbrot @ TED
06-14 Intraday periodicity and volatility persistence in financial markets
06-13 Understanding the Kalman Filter
06-13 The Right to be Forgotten :-)
06-13 Security Bid/Ask Dynamics with Discreteness and Clustering
06-06 Make it Stick : Summary
06-05 Variance Ratio plots are not enough!
06-05 The Misbehavior of Markets : Summary
06-05 Standard Volatility models do work!
06-05 Dan Gilbert
05-29 NonSynchronous trading
05-28 Returns standardized by Realized Volatility
05-27 Street-Fighting Mathematics : Summary
05-27 Overlapping vs. Non Overlapping
05-17 VIX computation
05-15 Defending HFT
05-15 Bootstrapping–flip side
05-11 Reproducible Research @ Coursera
05-10 Why should there be more spaced out tests
05-08 Forget What You Know About Good Study Habits
05-06 Outlier treatment
05-06 Knitr
05-05 Time Series Analysis by State Space Methods : Summary
05-05 highfrequency – R package
05-01 Quote for the day
04-29 Data Smart : Summary
04-29 Data Science Weekly – Volume 1 – April 2014
04-26 Efficient Simulation Smoother
04-24 In Praise of Walking
04-23 Quote for the day
04-17 Dynamic Linear Models with R : Summary
04-17 Bumping
04-16 Volatility understanding – Reality check
04-13 More accurate estimate == Poor classification
04-10 Unsung Hero
03-22 Practice Art
03-19 Computational Thinking
03-11 John Chambers on S
03-08 Quote for the day
03-07 Are these the signs that HFT is dying
03-07 An Introduction to Modern Bayesian Econometrics : Review