2015

01-24 M/M/1 Transient Queue length distribution
01-18 Taleb@NYU
01-17 Difference and Differential Equations with Applications in Queueing theory : Book Review
01-11 “Sailor, Coconuts and Monkeys”– Continued Fractions
01-10 Flash Boys : Not So Fast – Summary
01-06 Charlie Rose with Michael Lewis
01-06 Advanced R : Book Review
01-05 Ronan Ryan on IEX
01-05 Flash Boys : Book Review
01-04 Securities Trading Primer
01-03 Scaling of the distribution of fluctuations
01-01 The Complete Guide to Capital Markets for Quantitative Professionals : Summary
01-01 How to be alone – Book review

2014

12-31 Books read in 2014
12-28 Open Secret : Review
12-25 What happens in Silence
12-22 Luck versus Skill
12-21 Kaal Chakra
12-20 The causal impact of algorithmic trading on market quality
12-20 Propensity score in observational studies
12-19 The Art of Stillness
12-05 Hands-On Programming with R
12-04 Quote for the day
12-02 User vs. Programmer
11-30 The End of Absence : Book Review
11-23 How We Learn : Book Review
11-14 Curious: Book Review
11-09 How Not To Be Wrong
10-19 Wow!
10-19 The Dip : Review
10-18 Using Emacs for 3 decades
10-12 The Lotus Eater
10-12 Hadoop - The Data Scientist's Dream
10-11 Are we here by chance
10-05 84, Charing Cross Road
09-22 Work-Life Balance
09-19 “glmnet” webinar
09-13 The imprecision of volatility indexes
09-13 Melodious Hamsadhvani
09-13 Introduction to Bootstrap Methods with Applications to R
09-12 What’s wrong with VIX
09-12 How Normal is a family of distributions
09-09 More than you ever wanted to know about Volatility Swaps
09-09 Derman’s Berkeley MFE Commencement Speech
09-08 What should a 20-year-old do in life
09-08 The Log Contract
09-07 Liquidity considerations in estimating implied volatility
09-07 Choosing the Best Volatility Models
09-07 A Simple Long Memory Model of Realized Volatility
09-06 Efficient Estimation of Volatility using High Frequency Data