One year of blogging

On this day one year ago, 10th of June 2010, I started this blog. And I’ve been able to keep it up, with at least one post a month, and 20 posts in total. Given that I set a goal of posting 2-4 times a month, that’s not too far off. Looking at the Google… Continue reading One year of blogging

Performance: Rackspace Cloud vs Amazon Web Services

Performance related posts and articles seem to be rather popular, with my Java vs C++ post being one of the big traffic drivers on this blog. Now it’s time to do another one, with a very specific use case in mind. I’m into the third and final term for my masters in quantitative finance. As part of… Continue reading Performance: Rackspace Cloud vs Amazon Web Services

Hashing passwords

If there’s one thing that really annoy me, it’s when I forget my password at some random website, ask for a password reminder and get my old password sent back to me in clear text in an email. This shows so many levels of ignorance in the people that developed the system, that I immediately feel like… Continue reading Hashing passwords

The profitability of technical analysis in a high frequency setting

UPDATE: The report has been completed, available here. One busy month behind me, and another one up next. Currently doing exam revisions and had some rather time consuming coursework so far, which has sadly prohibited me from doing anything here on this blog. So, to make up for a month of no blog activity I’ll set aside… Continue reading The profitability of technical analysis in a high frequency setting

Pricing an Asian Option using multithreaded Java

So I’ve been busy lately and haven’t had the time to write any new blog posts, but I can’t let all of February go past without posting anything. So I might as well write a post related to what I’m currently working on. And that would be pricing an Asian Option. But in stead of… Continue reading Pricing an Asian Option using multithreaded Java