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A look at Fudge Proto

OpenGamma is an interesting startup headquartered here in London. They provide open source software for analytics and risk analysis for the financial service industry. As that’s right up my alley I decided to start looking at their code this Friday. Among all that code there’s one project which looked like a good starting point, namely Fudge Proto. […]

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Excessive Optimism and Analyst Recommendations

This blog post taps into some of the theories outlined by behavioral finance. Specifically I’m going to look at research done on what is called overconfidence. Overconfidence among investors can manifest itself in many ways. One of these forms is excessive optimism (or pessimism) with regards to beliefs in future outcome. Carleton, Chen, and Steiner […]

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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 […]

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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 […]

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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 […]