[Matrix-SIG] Numeric tutorials at next conference?

Yoon, Hoon (CICG - NY Program Trading) HYoon at exchange.ml.com
Thu Sep 16 09:05:22 CDT 1999


Les,


   In my def, event simulation often means, how an event like interest rate
change, earnings announcement, yen exch rate, Indonesian crisis effects a
particular index or bench mark by how much and how long. Monte Carlo type of
simulation is not unusual. Some combined with genetic type of AI stuff. This
has close association with times seris. It take long time for one of those
effects to be work itself out. This is not my specialty, but I dabbled in
surprise unexpected earnings (SUE) model in the past, so I know little about
it. Obvisouly, SUE is a lot easier to measure than Indonesian crisis. I am
glad that's not my job - I can try the economics office upstairs for that.
   I use Python for many projects that requires data structures. I am in
love with the dictionary structure. Although I am pretty much required to
use VB for implementation, I still keep many stuff in Python. Best thing for
realtime data manipulation and no data gets harder than RT data.

How about this for flame?: GODzilla sucks, King Kong rules. Even 1984, I see
cheap rubber fins.

**************************************************************
S. Hoon Yoon                   (Quant)                    Merrill Lynch
Equity Trading 
yelled at yahoo.com hoon at bigfoot.com(w)
"Miracle is always only few standard deviations away, but so is
catastrophe."
* Expressed opinions are often my own, but NOT my employer's.
"I feel like a fugitive from the law of averages."    Mauldin
**************************************************************

> -----Original Message-----
> From:	Les Schaffer [SMTP:godzilla at netmeg.net]
> Sent:	Wednesday, September 15, 1999 6:28 PM
> To:	matrix-sig at python.org
> Subject:	[Matrix-SIG] Numeric tutorials at next conference?
> 
> andy robinson said:
> 
> > There is also a VERY high level of interest in the financial
> > community in an extensible event-simulation package and a time
> > series library.
> 
> i'd like to hear more about the specifics of whats needed in this
> area. event-simulation means what?
> 
> > Volunteers, suggestions, ideas and flames all welcome.
> 
> flames? lets see? ... down with capitalism?
> 
> les
> 
> _______________________________________________
> Matrix-SIG maillist  -  Matrix-SIG at python.org
> http://www.python.org/mailman/listinfo/matrix-sig

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