WARNING: The following rant is somewhat technical. It’s a departure from the economics/finance of quantitative equity into the actual technical implementation and the challenges that are often faced. If you don’t know what threading, serialization, and parallel computing is you’ll probably want to stop reading right here! I use Matlab to analyze the gigabytes of [...]

Ria turned 3 last week – boy does time fly by quickly! This was her first birthday where she actually understood the concept of a birthday being a celebration, and she was thrilled to be blowing out candles and cutting birthday cake. Of course, if you ask her when her birthday is, you’ll still get an ambiguous “July/August”!

I caught an interesting headline today: A Look at Americans’ Journey to Rebuild Wealth. The story is a brief summary of some statistics compiled by the Federal Reserve. It looks at the aggregate change in Americans’ net worth (defined as the value of homes, investments, and checking accounts, minus debts like mortgages and credit cards) [...]