2014

09-05 Consistent High-Precision Volatility from High Frequency Data
09-05 Bootstrap method for robust inference
09-01 Kathalaya
08-31 Quants: The new risk takers of finance
08-31 Mathematical Techniques in Finance : Review
08-30 Data Dredging
08-29 Zhou’s estimate
08-25 High Frequency Manipulation at Futures Expiry
08-25 Goldman’s desperate attempt
08-24 An Introduction to Information Theory
08-17 Essence of a Raag
08-13 “caret” author
08-10 Why econometricians need to learn new tricks
08-09 A Mind for Numbers
08-08 Matrix Algebra : Theory, Computations, and Applications in Statistics
08-02 Axler revisited
07-29 Curse of Dimensionality
07-26 Mumbai street lamps
07-26 Lehmann or Lie men
07-16 Device that solves the “Puncture” problem
07-13 Optimal Liquidation
07-12 Is Deliberate Practice hyped
07-12 Google trends : Proxy in State Space modeling
06-21 Temporal Aggregation of GARCH Processes
06-19 Spectral Analysis of Time Series Data : Summary
06-16 “Bin Tere” on Sitar
06-14 Stylized Facts
06-14 Mandelbrot @ TED
06-14 Intraday periodicity and volatility persistence in financial markets
06-13 Understanding the Kalman Filter
06-13 The Right to be Forgotten :-)
06-13 Security Bid/Ask Dynamics with Discreteness and Clustering
06-06 Make it Stick : Summary
06-05 Variance Ratio plots are not enough!
06-05 The Misbehavior of Markets : Summary
06-05 Standard Volatility models do work!
06-05 Dan Gilbert
05-29 NonSynchronous trading
05-28 Returns standardized by Realized Volatility
05-27 Street-Fighting Mathematics : Summary
05-27 Overlapping vs. Non Overlapping
05-17 VIX computation
05-15 Defending HFT
05-15 Bootstrapping–flip side
05-11 Reproducible Research @ Coursera
05-10 Why should there be more spaced out tests
05-08 Forget What You Know About Good Study Habits
05-06 Outlier treatment
05-06 Knitr
05-05 Time Series Analysis by State Space Methods : Summary