Straight to the point:

TGR's Greatest Hits

Syncing settings across computers

September 15, 2011 in Data

Using Dropbox and shell scripts to automatically sync settings and configurations.

{ 8 comments }

Finally making the leap from Textmate to VIM...

{ 13 comments }

Puzzling the Dow

August 14, 2011 in Data,Finance

What is the probability that the sum of the digits of the Dow's change would add up to the 26 on three consecutive days?

{ 3 comments }

A guide to installing Python, virtualenv, NumPy, SciPy, matplotlib and IPython on Mac OS 10.7 Lion

{ 169 comments }

Words to live by

July 2, 2011 in Finance,Quotes

"Hope" is not an investment strategy.

{ 0 comments }

An overview of financial risk and the risk management process.

{ 10 comments }

Assessing the human computer.

{ 3 comments }

Investment decisions can hinge on how risk and exposure are defined. Here, the choice determines whether an insider should trade in stock or options.

{ 3 comments }

Using R to recreate color-indexed maps of US unemployment data.

{ 24 comments }

The regulation bubble

November 10, 2009 in Finance,News

Breaking down Senator Dodd's financial reform bill.

{ 0 comments }

Visualizing the view from the top of the Burj Dubai - if it were located in NYC.

{ 10 comments }

Adventures in probability

September 17, 2009 in Math,News

Calculating the probability of the Bulgarian lottery drawing the exact same numbers in consecutive weeks.

{ 6 comments }

The intuition behind copula models: dependence, correlation, single factors and more.

{ 2 comments }

An aside on static recovery assumptions in CDO pricing.

{ 2 comments }

A math-free introduction to CDO pricing.

{ 10 comments }

Copulas in squash

June 15, 2009 in Math,Sports

Ball marks on a squash court form an interesting scatterplot.

{ 0 comments }

A number of misconceptions about the Gaussian copula are addressed.

{ 12 comments }

Google search data reveals an (un)surprising truth about Christmas dinners.

{ 0 comments }

An explanation of Benford's law, which describes how frequently certain first digits should appear.

{ 1 comment }

An author describes a lose-lose strategy.

{ 1 comment }

Floating rate notes (FRN's) can exhibit a curious property called negative duration.

{ 10 comments }

A casual overview of how color images may be converted to grayscale.

{ 1 comment }

Explaining the Monty Hall problem.

{ 0 comments }

An introduction to high dynamic range photography.

{ 0 comments }