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
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
jun 25, 26
Several packages on CRAN provide (or relate to) interfaces between databases and R. Here is a summary, mostly in the words of the package descriptions. Remember that package names are [...]
jun 25, 26
Chapter 32 of Tao Te Programming advises you to make bricks instead of monoliths. Here is an example. The example is written with the syntax of R and is a [...]
jun 25, 26
There is a mechanism that allows variability in the arguments given to R functions. Technically it is ellipsis, but more commonly called ”…”, dots, dot-dot-dot or three-dots. Basics The three-dots [...]


