Pair-Trading with S&P500 Companies - Part I.
In my recent post I wrote the code to download historical data for companies included in S&P500 index. Today I would like to perform statistical procedures to identify whether certain pair of...
View ArticlePair-Trading with S&P500 Companies - Part II.
Today I'm going to share with you further outcomes of my research in statistical arbitrage trading technique - pair-trading. In the first part of pair-trading with S&P500 Companies I used...
View ArticleClik here to view.
Welcome to Ghost
You're live! Nice. We've put together a little post to introduce you to the Ghost editor and get you started. You can manage your content by signing in to the admin area at <your blog...
View ArticleFresh New Start
After few years of blogging in Wordpress I decided to move the blog into a new blogging platform - Ghost. It's fresh, clean and easy to use. Over the years with Wordpress I encountered numerous...
View ArticleSyntax Highlighting in Ghost
Following our very first blog post of the previous iteration of this blog, we are going to discuss the way how to improve the code syntax highlighting.. this time in Ghost. The default code environment...
View ArticleClik here to view.
Welcome to Ghost
You're live! Nice. We've put together a little post to introduce you to the Ghost editor and get you started. You can manage your content by signing in to the admin area at <your blog...
View ArticleAdding Comments
The short tutorial on how to add disqus comments to your Ghost blog: add comments. So far, my experience with Ghost blog is very positive.
View ArticleAdding LaTeX Support in Ghost
In the previous post we described the process of adding nice syntax highlighting in Ghost blog. We are missing one more important step to make a truly mathematically friendly - the LaTex support....
View ArticleSimple Monte Carlo With Thrust
We have already shown before how to set up CUDA in both Windows and Linux environment and how to create a simple project. Today we will demonstrate how easy it is to perform a simple Monte Carlo...
View ArticleAmazon AWS and iPython Notebook
Amazon Web Services (AWS) offer easy-to-use and cheap cloud computing on demand - the elastic cloud computing (EC2). I've been using it for several of my projects and I found that using spot instances...
View ArticleInteresting Articles (Psychology)
Some interesting articles in psychology on BBC's website. Worth reading. The Hidden Tricks of Persuasion The Subtle Science of Selling Press Me! The Buttons That Lie to You In 2013, BBC News Magazine...
View ArticleHJM No-Arbitrage Drift Condition
In late 1980s David Heath, Robert Jarrow and Andrew Morton worked on interest rate framework which would unify the theory for valuing contingent claims under a stochastic term structure of interest...
View Article
