Counter Propagation neural networks
* I finally got my option data in a usable form. I used this to backtest various simple volatility trading strategies involving dynamic hedging. I was mainly interested in finding some useful long-gamma scalping strategies. Nothing really interesting came about from this. The main utility of these experiments was that it was a good practical test of my data access and cleaning routines. Bad data points were a big problem. This project forced me to create more-robust data-scrubing routines which will be invaluable later on.
Generally the long-gamma trading ideas I tested showed piss-poor results. I was surprised in general how poorly hedging the options with stock seemed to work. One revealing experiment was my first one. I tested buying an ATM option and replicating it with black-scholes, hedging the the delta with stock using the end-of-day prices for both the options and the stock. One would expect such a basic strategy would generally not make significant profits
Source: Volatility Rider
Modeling of structure-mutagenicity relationships: counter propagation neural network approach using calculated structural descriptors [An article from: Analytica Chimica Acta]
You might also like:
The Nonsense Mantras of Our Time2001-12-16 10:02:31 by justyouraveragecitizen
The Nonsense Mantras of Our Times
By Ilija Trojanow and Ranjit Hoskote
What's the world like?
A flock of sheep.
One falls into the ditch,
the rest jump in.
(Sakhi: 240, The Bijak of Kabir, trans. Linda Hess and Shukdev Singh)
On TV screens across the globe, for more than two months now, the sheep have been jumping into the ditch without a bleat of protest. What's worse, they believe that's the way to go, the way of justice and salvation. Kabir's acerbic stanza accurately describes the debate in the mainstream media following the events of September 11. Legions of experts and viewers have committed themselves to an absurdly simplistic and Manichean account of the world, in which President Bush and his cast of international supporters...
Emerging country stock markets boom2003-11-16 10:13:22 by Mozi
The Standard & Poor's 500-stock index is up 19.1% this year. Not bad. But that's chump change compared with the Bovespa, the index for the São Paulo exchange in Brazil. The gains there? A shade under 100%, when translated into dollars. If you want something a little more sedate, try the Bangkok set index. It's up a mere 89%...
Emerging markets are hot, hot, hot. Hotels in Bombay and Bangalore are booked solid as investors fly in, looking for the next Infosys Technologies Ltd. (INFY ), the original India software star. Fund managers are poring over the books of Argentine steelmakers, Indonesian cigarette sellers, Polish juice peddlers. Their message: These equity and bond markets still have a long way to go. Not even the Oct. 27 plunge in Russian equities over the Yukos affair has...
Chris Hitchens: Our Friends in Bombay2008-12-03 11:17:19 by pissed-republican
We must stand by our most important ally.
By Christopher Hitchens
Posted Monday, Dec. 1, 2008, at 11:15 AM ET
A vigil near the Oberoi Hotel in MumbaiIt's in human nature to mention any personal connection when offering solidarity, so I shall just briefly say that on my first visit to India, in 1980, I stayed at the Taj Mahal in Bombay, visited the "Gateway of India" and took a boat to Elephanta Island, toured the magnificent railway station, had my first diwali festival at Juhu beach, and paced the amazing corniche that was still known by someafter its dazzling string of lightsas "Queen Victoria's necklace." Wonderful though some of the 19th-century British architecture can be, Bombay is quintessentially an Indian achievement, and an achievement of all its peoples...
Softberry Releases 80 Free Bioinformatics Programs for Immediate Download by … — Fort Mills Times
Software for protein sequence and structure analysis includes tools for identification of sub-cellular protein location, prosite pattern search, 3D structure comparison, protein structure modeling using molecular dynamic approach and homology modeling ...
List: Intel Science Talent Search finalists, 2013 — San Jose Mercury News
Georgia Agent-Based Modeling of Collective Cell Movement During Wound Healing. Cordwell, Katherine (Manzano High School) Albuquerque, New Mexico ... Predicting, Detecting, and Treating Seizures through Vagus Nerve Stimulation. Peng, Jiayi (Horace ...