Trying out Deedle with Bones and Regression

I usually don’t need to run a regression anywhere, but it’s kind of chasing me recently, starting with the Asset Pricing class and several variations of returns regressions (signed up to look at the familiar things from a different point of view… well, I definitely succeeded: have you ever thought about drawing the returns, prices and discount factors in space, all at once? 1. But I ‘cheated’ and completed the assignments with R.

[F#] Dev Life's Little Pleasures

Different languages have some little things that make the life easier: for devs, their QAs and customers. The app is fast and behaves correctly, the code looks simple and understandable - everyone is happy. Here are the slides and a couple of code samples from my talk “[F#] Dev Life’s Little Pleasures”. Briefly, it takes some real-world problems 1 and provides the simple solutions. Units of Measure - need to admit, I was a long time sceptic (c’mon, how can you get kg and m^2 mixed up?

The World Around Us: back to words with J

Isaac Asimov The most exciting phrase to hear in science, the one that heralds new discoveries, is not “Eureka!” (I’ve found it!), but “That’s funny…” Sometimes everybody wants to get off the beaten track and see the world. See how many exciting discoveries are waiting for you there. I want to bring your attention to a language, which changed the vision of some things for me. This language is J.

Excel-DNA: Three Stories

Intro: Simulation A couple of days ago I found a spreadsheet, potentially quite an interesting one. In theory, it should run a simple simulation (50000 paths by default) written in VBA - I’d say it’s several minutes of work in the worst case. However, it took slightly more. One working day, to be precise. I still have no idea what it tried to do, why it ate 97% of CPU and even what exactly it computed, because all that ended with a weird error and crashed Excel.

Days and Ghost Refinements

Let’s look at the simple function, which calculates the number of days between dates, when there’re 30 days in a month (and 360 in a year). Something like this F# code: 1 2 let days360 sy sm sd ey em ed = (ey - sy) * 360 + (em - sm) * 30 + (ed - sd) We can even write a bunch of tests to be sure the function works: