It is that time of the year again when the kids wind down the holiday festivities/general merriment and head back to school. The sister is in a new year and my cousin is awaiting his GCE ‘O’ Levels. Bright-eyed and bushy-tailed kids I’ve known since they were freshmen, lucrative jobs in the bag, are anticipating [...]
It finally happened. Today, I got the Risk Talk. By that I mean a senior person sat us down and dispensed his worldly wisdom about Risk and how it is managed: The only variable we care about is VaR. P&L losses in excess of VaR have to be explained, even those that statistically have to [...]
“The smartest worriers are learning to code or marrying a developer.” Howard Lindzon I began an experiment recently to basically bribe my 13 year old sister to teach herself C#, her first ever language. After evaluating the range of programming languages (complexity, application) and that she might be interested in, I gave her my copy [...]
(Written To HZP): I shut down my Process Driven Trading CFD project which was supposed to start in August/September for realsies. First and foremost was that fortunately there was no long signal from the system, and as equities looked bleak and I revised my macro thinking more and more, the system I had created [...]
Today was mostly about joining two things I have learned over the past 4 years – AutoHotKey and Bloomberg. It works magic on repetitive commands and in an environment where navigation can be done entirely by keyboard. I then also kind of went overboard with it and now look what I can do by pressing [...]
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