search for: arbitrage

Hello all: Why arbitrage rarely works. Peter Dalgaard's "Introductory Statistics with R" sells on AMAZON U.S. website at USD 44.95 and on AMAZON U.K at GBP 21.00. At the current exchange rate, the U.K. price translates to USD 32.68, a 27% savings BUT for delivery: the U.S. AMAZON promises 6-10 days whereas...

Hi all. I've been lurking and posting on this list for a few years now. Prior to that, I managed the US Convertible Arbitrage portfolio for Amaranth Advisors. I recently agreed to manage a similar portfolio for a different hedge fund and am looking for someone to join me, essentially as the principal quant for a new San Francisco office. I've been very impressed with the posters on this list and am hopeful that some...

...e ASCII text file. How can I: A) format this data to a file for the script below? B) I would like to use squared Euclidean distance, can hclust support this? Thanks, Neil Gottlieb Here is sub-set example of my data set, return series to cluster: 13 cases by 36 observations): Month Convertible Arbitrage Dedicated Short Bias Emerging Markets 1/31/1994 0.004 -0.016 0.105 2/28/1994 0.002 0.020 -0.011 3/31/1994 -0.010 0.072 -0.046 4/30/1994 -0.025 0.013 -0.084 5/31/1994 -0.010 0.023 -0.007 6/30/1994 0.002 0.064 0.005 7/31/1994 0.001 -0.012 0.058 8/31/1994 0.000 -0.057 0.164 9/30/1994 -0.0...

..., I set up a benchmarking and comparison package _well over half a decade ago_ and while it never get fully finished to the point of a submitted paper the vignette still stands---and demonstrates that _dropping in MKL is a one-line operation_. And always has been. There may have been some license arbitrage: Intel was an early investor in Revo, so MKL was pushed hard. With GotoBLAS and later OpenBLAS I cared less, but IIRC the license of MKL is a little simpler for "mere use" now. See https://cloud.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf for more. Hth, Dirk | | On Mon, Oct...

...et up a benchmarking and comparison package _well over half a decade ago_ and while it never get fully finished to the point of a submitted paper the vignette still stands---and demonstrates that _dropping in MKL is a one-line operation_. And always has been. There may have been some license arbitrage: Intel was an early investor in Revo, so MKL was pushed hard. With GotoBLAS and later OpenBLAS I cared less, but IIRC the license of MKL is a little simpler for "mere use" now. See https://cloud.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf for more. Hth, Dirk [[alter...

Hi Is there a way to programmatically tell whether R is running in batch or GUI mode? Thanks Dave _______________________________________________ David Khabie-Zeitoune Quantitative Arbitrage Brevan Howard Asset Management direct: +44 (0)20 7022 6167 mobile: +44 (0)7799 411 797 email: david.khabie-zeitoune@brevanhoward.com Almack House 28 King Street London SW1Y 6XA ________________________________________________ [[alternative HTML version deleted]]

...n some *.Rd >> files. KH> Again, I am not entirely convinced yet. you are right, me neither anymore.. We should discuss this some more KH> Why does adding two empty objects give something non-NULL? To me, KH> this seems to violate `nihil nihilo fit' (the ``no-arbitrage KH> condition''). I think the paradigm is NULL := list of length 0 + is sometimes coerced to vector of length 0 ~~~~~~~~~ real(0) := numeric(0) = numeric vector of length 0 The real point of discussion is: --------------------------------------------------------...

...lowing are in no particular order: 1. GUI. See http://www.sciviews.org/_rgui/ Its hard to specify this one closely but the above link discusses it and various approaches. 2. Timezone-free dates in the core. POSIXt is great for file stamps and certain esoteric applications (e.g. world currency arbitrage) but for the most part it needlessly complicates most statistical analyses and is error prone so a second system is needed for common use. 3. A guide to the source. One of the most powerful aspects of R is that you get the whole source. It would be nice to have a tour of this. 4. A really go...

Hi all, I wrote some user defined function for my own. Now I want to get a mechanism so that every time I start R, those function will automatically be loaded in R without manually copying pasting. Can gurus here pls tell me how to do that? Or I have to build my own packages bundled with those functions. However I am not familiar in writing R package yet. Regards, [[alternative HTML version

Dear R Developers, First of all, I would like to thank you Jeroen Ooms for taking the binary Window Builds from Duncan. I firmly believe that the R Community will benefit a lot from his work. However, the debate I would like to open is about if some of Microsoft R Open Code shall be ported from R Open to Mainstream R. There are some beneficts in R Open such as multithreaded performance: