Recent Posts
On White’s (2000) Reality Check
I was asked the following question the other day on White’s reality check. QUESTION: I was reading White’s (2000) paper (http://www.ssc.wisc.edu/~bhansen/718/White2000.pdf). It seems to suggest
July 28, 2011
5 Comments
Quantitative Trading: Economist Approach vs. Mathematician Approach
Thank you Lewis for introducing me to the field of “Quantitative Equity Portfolio Management”. It opens my eyes to the other spectrum of “Quantitative Trading.”
July 27, 2011
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Java vs C++ performance
It is very unfortunate that some people are still not aware of the fact that Java performance is comparable to that of C++. This blog
July 9, 2011
10 Comments
Open Source Trading Software Or Not?
I have built a few trading systems from scratch during my years with investment banks. So, I have learnt from the many mistakes made. I
June 1, 2011
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