Tuesday, February 23, 2010

No getting away from me

An email (lightly edited) I got from a friend working on Financial Software in London

"Here I am minding my own business, doing my job testing/developing Trading strategies designed by one of the Quants + Traders and what do I hear -

someone in the corner is talking about something very
mathematical - it all sounds gobbledegook to me and then I hear the word "Re-inforcement Learning" (I know you work on something like that)

I walk over, say hi (to some French mathematicians from Ecole Poly) and casually inquire what they are talking about, comes the reply - Modern Statistical Learning for predicting market behavior and tuning algorithmic trade strategies,

On the Screen - Java code - author @Ravi Mohan

There is no running away from you is there :-)

No there isn't!