Milktrader

Iterating Until Convergence

Thursday, October 20, 2011

Algorithm Zoo

I suppose it was inevitable that once I started messing around with statistics and curve-fitting of data, I would find myself in a menagerie of equations and scripts. And so I'm moving into the Algorithm Zoo. It's my new home. It seems like a friendly place so far. The animals misbehave themselves as one would expect. And the weather is often nice.


I'll be honest though and admit that I think I've seen some unnatural things. It may have been my imagination, but sometimes at night I swear I see strange creatures roaming around outside of the exhibits.  I haven't gotten to visit some places yet, including a secret laboratory cordoned off in the back. I think I'll have access to it at some point. I'll report back here about anything I find that may be of interest.

I'm spending most of my time at the zoo messing around with data mining market behavior, and plotting out distributions. The work is not so easy I'm afraid. It turns out that this menial set of tasks I've been assigned is fraught with danger. Avoiding the perilous OBO error keeps me up at night. Data mining is very willing to accept your erroneous code so great care must be taken in the work. Already, I've had one exhibit taken down by management.

I'm restricted at the zoo as to how much color I can add, but I'll try to push the envelope when I can. Stop by and say "quote" -- hello. Great trading! I'll see you at the zoo!

1 comments:

  1. At least there's a new venue for the discussion. Looking forward for more topics.

    ReplyDelete