aidanbetenoire

Main points:

  • We hardly ever understand the word ”risk”
  • Quants, unfortunately, are not always the good guys
  • We need a word for the rock-the-boatness of markets
  • We should tax trading strategies that are polluting
  • Agent-based models may be a way to understand how to tax strategies
  • Playing is a good thing

annotated slides (pdf)

Source for the marketAgent package: marketAgent_0.000.tar

Presented 2016 May 21 at R in Finance, Chicago.

Kommentarer inaktiverade för Some linguistics of quantitative finance

See more

Explore more content and blog posts.

  • jun 25, 26

    I’d like to do a song of great social and political import. The code that created the illustrations in Tao Te Programming is now available as the TaoTeProgramming package on [...]

  • jun 25, 26

    Another of the all ye entering here. Issue When subscripting an xts object, columns that don’t exist in the object are silently ignored. Example First, create an xts object: xtx [...]

  • jun 25, 26

    Posts by page views Interview with a forced convert to R from Matlab A first step towards R from spreadsheets Plot ranges of data in R A statistical review of [...]