Node.js, is this the next big thing?

Although I did briefly notice node.js a few months back, it didn’t really catch my interest until I saw this video; Node.js: JavaScript on the Server. I’ve been developing JavaScript on the client (browser) side more or less for the last 5 years. And I didn’t enjoy it too much right away, but with libraries like jQuery, Prototype, […]

Relative Sharpe ratio

I just read Irene Aldridge blog post titled “How Profitable Are High-Frequency Strategies?”. Although no hard facts about the overall profitability of high frequency trading strategies are given, it got me thinking about something else. As Irene does in her blog post, she takes historical data and calculates the Sharpe rato of the absolute optimal, 20/20 […]

Decoding the psychology of trading

The Financial Times recently had an article titled “Decoding the psychology of trading” where they write about a behavioral finance based fund named MarketPsy, using some sort of linguistics analysis. When I hear the words behavioral finance I often start thinking of group behavior like what we find in many types of animals. I do sense however that I am a bit skeptical with regards to the approach MarketPsy has taken.

C++ vs Java performance; It’s a tie!

So a while back I came across this Java vs C++ performance benchmark. It was kind of dated and as the Java VM continues to improve (in addition to the C++ compiler I would presume), I thought it would be interesting to rerun the tests to see what we would end up with. So this is what I […]

Blogging again

So, is it time to start blogging again? I don’t know, but I’ll give it a shot. I’ve had a few blogs before, but they never had any specific focus. That will change this time, with a focus on near and dear topics.