I presented our hybrid UnRiskverse and our bootstrapping approach (develop UnRisk in partially UnRisk) to becoming very quick developers and customizers and let our quant users become quick developers. We use advanced development environments, like the Wolfram Workbench 2 and project management platforms (proprietary built around great open resources).
Babylonian Language Confusion or Optimized Multi-Paradigm Programming?
In quant finance forums, the questions on the right programming language pops up quite frequently. Like Why Do Quants Like C++ . In my contributions, I emphasize on analzse-requiremenst-and-choose-the-adaquete-programming-paradigm (not the other way arond). It is not always understood that one-size-fits-all does not fit for integrated industrial scale applications.
Blockbuster- or Incremental Innovation?
Again inspired by a HBR column (by Rosabeth Moss Kanter). Block buster products don't spring to work in the market place without incremental change.
Market Plunge - Human Error or Revolution of the Machines?
Market Plunge Baffles Wall Street . The stock market plunged Thursday in a harrowing five-minute selloff that appeared to be triggered by a breakdown of trading systems. After dropping nearly 1,000 points, the market rebounded but still closed down 3.2%, leaving Wall Street struggling to figure out what happened.
Some Questions Can Be Answered Before Asked
I am often asked questions like "How can I valuate a convertible bond in the Mathematica Front End?" or "How can I calibrate a LIBOR market model within Mathematica?" or .... After I have answered the question I also tell them to explore the usage of UnRisk in the Mathematica Front End at UnRisk Exploration. Following Documentation one can find the whole documentation of the UnRisk PRICING ENGINE - it's exactly the same documentation as our users find in the Mathematica Documentation Center.
Taming the Machine Infernal
we do implementations within the CUDA framework for many months now. In Nov-09 we installed a nvidia Tesla personal supercomputer in a server-rack with 2 Quadcore processors, 24 GB memory, triple channel architecture, with 2 Tesla C1060 and 1 GTX260 GPUs. A machine that let you "feel" the heat. A-wild-thing-that-makes-my-heart-sing.Shhh...Testing In Progress
Sometimes, I cannot believe it myself. The next releases of our PRICING ENGINE and FACTORY are in the testing phase.
Imitation or Innovation?
Do creative copiers overshadow pioneers and innovators? Product life cycles need to become shorter and you cannot make groundbreaking innovations to gain a strategic edge just on demand.
Build An Enterprise Without Borders?
Recently when we intensified our partnership with China-Quants, I was rethinking our business models and strategies.
Why Good Spreadsheets Make Bad Strategies?
A report in Harvard Business Review, Apr-10, relating to a provocative blog post by Roger Martin, dean of the Rotman School.
Manage through fear and intimidation, love, role modeling, ... or if you can't measure something, it might be the very most aspect of the problem?
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