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

    Online Math Degrees has a page of ”100 savvy sites on statistics and quantitative analysis”.  It has some that you recognize, some that you’ve hardly ever heard of. The sites [...]

  • jun 25, 26

    R is a piece of software, but it is also a community. Help community The most visible aspect of the R community is help.  This is also the most useful [...]

  • jun 25, 26

    Some history and a prediction. Past A discussion broke out on the R-help mailing list in January 2006 about a technical report put out by the statistical computing group at [...]