Recent Posts Tagged With 'experiments'

• Using CUDA for Financial Modeling

  Posted on Tuesday December 30th, 2008 at 18:08 in experiments, cuda

  Kudos to NVidia for CUDA; It’s fast — really fast. CUDA allows you to harness the parrellel power of a CUDA capable GPU for (semi-) general computation. The result? Hundreds of cores running your binomial option pricing models, Monte-Carl...

• Momentum is Instinctual

  Posted on Friday August 29th, 2008 at 10:46 in introspection, experiments

  One of the earliest trading programs I wrote (circa sophomore year of high school), traded on momentum. It acted quiet naively which is a proper reflection of my mind at the time. If the slope of the price for an asset was greater than and less than ...

• The Every Pattern Ever Engine

  Posted on Thursday August 28th, 2008 at 11:53 in experiments

  Around my sophomore year of college, I wrote an application to analyze technical analysis trading patterns. I read a few books on technical analysis and thought they were horribly unsophisticated. For the most part I found that technical analysis boo...