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agentq

59 karma · joined May 3, 2009

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agentq··on Ask HN: What is the most impactful thing you've built?
I researched & prototyped (in R), and ultimately put into production (C++) a core set of spectral risk analysis analytics that replaced outdated VaR and vol forecasts for an extremely large asset management firm and left immediately afterwards. Technically speaking, guided risk mgmt/investment decisions at the trillion-dollar scale, ran as-is for 8-10 years before being recently re-implemented in some other language.
agentq··on Street View of 1940s New York
80s.nyc has a somewhat similar street view using archival images from the 80s
agentq··on Ask HN: What is the status of FPGA usage in Financial world?
Monte Carlo simulation is the most oft-cited example. This tends to be most relevant to quickly American pricing options, or anything that isn't easily done in closed-form.
agentq··on Scheme vs Common Lisp: war stories
-- closed 2011 Nov 28.
agentq··on The Fast Fourier Transform
For anyone who doesn't want to roll their own FFT, take a look at this excellent pure C implementation: http://www.fftw.org/
agentq··on Try R — A new online course, for free
I actually find base R excellent for data munging and manipulation, even without using additional packages. Here is a reproducible example that very easily accomplishes what you were trying to do (first two lines just set up a sample data frame)

  set.seed(123)
  dfrm <- data.frame(height=runif(20),
                     name=paste(sample(LETTERS[1:5],20,replace=TRUE),letters[1:20]))
  subset(dfrm, grepl('^D',name), sel=height)
Basic R functions like subset, transform, with(in), reshape, aggregate, (a,ma,ta,sa,va}pply, match, grep(l), by, split, table, etc. allow you to accomplish just about any data frame munging you might want. Add on the plyr, reshape2, data.table, xts/zoo packages and you're ready to tackle just about anything.

I'm not a big fan of sqldf because imo R is not supposed to act like SQL. Using sqldf in practice would require a lot of query string manipulation and takes away from the nice functional features of R.

Nevertheless, it is very easy to write incomprehensible R code. The best way to avoid this is to take one of the existing style guides (Google, Hadley Wickham's) and adopt it seriously.

agentq··on Is zero an even number?
I tried to convince the croupier that zero was an even number, but alas ...
agentq··on For New Yorkers - a post-Sandy subway/bus planner using open data.
this is pretty neat! one quick thing -- 40th and 8th ave -> grand central: suggests S grand central -> 53rd and park: suggests 6 40th and 8th -> 53rd and park: some crazy sequence of bus routes.

http://sandytransit.alastair.is/opentripplanner-webapp/index... Nov 01 2012 21:26:37 GMT-0400 (Eastern Daylight Time)&arriveBy=false&itinID=1&wheelchair=false&preferredRoutes=&unpreferredRoutes=

agentq··on Matlab, R, and Julia: Languages for data analysis
no love for J?
agentq··on What can I do for Mozilla?
they don't mention NSPR. is it dead? http://www.mozilla.org/projects/nspr/
agentq··on Principle Component Analysis
In financial practice, asset-level PCA isn't as common, especially in systems where covariance estimation is fraught with misspecification errors. Instead, individual securities first condensed to factors (e.g., for equity some examples are book/price, momentum, large vs. small cap, etc.).
agentq··on Generating random text
http://www.jwz.org/dadadodo/ DadaDodo is a fairly old implementation that may be of interest.
agentq··on Woman Sells First Spot in iPad 2 Line For $900
"He’s not alone in paying for the cache of being among the first to purchase apple products."

cache? sigh

agentq··on Ask HN: Sorting massive text files?
The first thing I'd recommend doing is find the unique entries THEN sort. Unless uniq has vastly better performance on sorted files...
agentq··on Ask HN: Typical Startup or Abuse?
To further goad the OP to immediately leave his current job: between junior and senior year of college, I made a bit more than the OP's yearly pay in a 12wk internship.

Please, for your wife and kid(s), get out of this horrible situation.

agentq··on Why R Doesn't Suck
Thanks, I'll check it out!
agentq··on Why R Doesn't Suck
My programming background is fairly extensive in non-functional languages. I work in finance, and the company I joined uses R for a considerable amount of model prototyping.

I'd really like to switch to Python+numpy/scipy, but I haven't been able to find an equivalent of a data.frame, or some numeric+string data structure that allows for easy slicing on both.

Does anybody have any suggestions?

agentq··on [dead]
s/ia/a/
agentq··on Ask HN: How come so many of you know about stocks/finance ?
I am a quantitative analyst at a large asset management firm -- I focus on risk models and alpha-generating strategies. Though we have separate developer teams, my job requires considerable hacking.
agentq··on Don’t bite the shit sandwich
LMDDGTFY:

http://lmddgtfy.com/?q=goog-411+phoneme&v=

agentq··on New Finance Website based on Arc / HN
and:

http://www.newsley.com

agentq··on Betting on the Blind Side
Understood. The specific aspect of Digg that I am comparing recent trends to is that of submission of duplicate articles, and the inevitable notification thereof by other users.

A small example: http://www.google.com/search?hl=en&q=site:http://news.yc...

agentq··on Betting on the Blind Side
HN is starting to feel like Digg. http://news.ycombinator.com/item?id=1160552
agentq··on Gmail vs Pine
Even better, just hit Shift+I ...
agentq··on 10 Google Chrome Extensions for Boosting Your Productivity
Glad you like it!

Splitting in Smooth Gestures means taking the current tab and those to the right and moving them to a separate window. Merging takes the current window's tabs and appends them to the last focused window.

agentq··on 10 Google Chrome Extensions for Boosting Your Productivity
I'd also suggest "Smooth Gestures"

https://chrome.google.com/extensions/detail/lfkgmnnajiljnolc...

Some of the functionality is pretty cool (i.e., haven't seen it in All-in-One Gestures for Firefox), like merging and splitting tabs.

agentq··on Law Enforcement Appliance Subverts SSL
What will end up happening to the 'real bad guys' http://xkcd.com/538/
agentq··on The Top 50 Websites by Traffic in 1998
It's good to see that the public's relative need for weather(.com) forecasts has not changed in the last twelve years.
agentq··on Exploiting hard filtered SQL Injections
In the particular case of integer ids, however, can't you just make sure what's being passed is an integer? Similarly, for a 'simple' username, check against "^[a-zA-Z0-9]+$"?
agentq··on Over half your daily news is spin
If anyone is interested in a more academic (i.e., behavioral economics / information theory-based) discussion of "spin" or "slanting," I'd recommend this paper by Mullainathan and Shleifer:

The Market for News

http://www.economics.harvard.edu/faculty/shleifer/files/mark...

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