Much of my time lately has gone into analyzing and trading products in the volatility complex. As a result, I regularly watch the VIX term structure for continuations or deviations from trend. To make analysis simpler, I've written some R code that rips the term structure off the CBOE VIX term structure page and
Fellow Computational Legal Studies blogger and MSU law prof Dan Katz invited me to give an expert guest lecture for his e-Discovery seminar. This seminar, taught jointly with Professor Candeub, is an excellent example of MSU's strategic pivot to deliver practical, 21st-century skills to their students. The goal of the talk was to provide
In a typical Oracle database implementation, you'll want to baseline or benchmark your storage. The storage team will hand over, and you'll run a battery of tests using software like bonnie++ or ORION. You'll make sure that the results are in-line with requirements and expectations. What if you are implementing said database on
Did you find this post useful? Does your organization need Oracle services? We can help. Much of this morning went into investigating strange ADDM reports on a two-node Oracle RAC database. For some reason, there were statistically improbable differences between impact percentages that have persisted over a month; in this case, instance 2 would
Tonight, Eric and I will be presenting back-to-back talks at the AWS Michigan meetup (hosted by the Tech Brewery this time). Eric will be detailing a large Matlab HPC experiment we ran this summer to optimize parameters for a trading strategy; this one is a great AWS case study, as we crunch 10B inputs
Here's a wordcloud of the NFIB et al. v. Sebelius et al. opinion. Very interesting coalitions formation. Healthcare/ACA wordcloud If you're interested in the R and Java code for generating these wordclouds, please see my post on Arizona et al. v. United States from earlier in the week.
Based on Launchpad traffic and mailing list responses, Gabor and Tamas will soon be releasing igraph 0.6. In celebration, I’ll be publishing a number of helpful lists and tables I’ve put together to organize information about igraph. In this post, we’ll cover the community detection algorithms (~i.e., clustering, partitioning, segmenting) available in 0.6
I first heard about Python pandas from a friend at RenTech or AQR in the early summer of last year. At the time, the project was little more than a documentation page and a few wrapper methods around numpy. Since then, pandas has matured into a very useful and featureful addition to numpy, scipy,
In our last post on cloud architectures, I covered a simple one-node Oracle Transportation Management instance on Amazon Web Services using EC2. This OTM cloud hosting configuration is well-suited to a development environment and is a very inexpensive option for teams that have on-staff database administration skills. For teams that do not have the
While Tsipras and his Syriza coalition have been busy in Greek parliament, the Internet has been a-buzz with speculation that their platform will result in a Greek exit from the Euro currency. This prospect, affectionately dubbed "Grexit" by Citi in February, has been making the rounds on Twitter under the hashtag #grexit. We think the
