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Finance

Faster date parsing in Python

I’ve been optimizing a complex real-time trading application written in Python. One of the many lessons learned was just how slow date/time parsing can be. strptime is a great universal function, but its versatility comes at a cost. Fortunately, there is another way.

September 20, MMXIV — Python, Finance.

Loansharking in practice: SMS loan analysis

You might have noticed certain companies offering so-called SMS loans: short-term, low-principal, nearly instant loans you can get simply by sending a text message. The offer sounds alluring. Are you squeezed for cash a week before the payday? No problem, just text us, we send you $200 now and you’ll repay $221 next week. But how good these offers really are? Have you heard of a 133,550% interest rate before? Let me show you…

October 7, MMXII — Finance.

Monetary Aggregates Definition And Diagram

In finance and economics we recognize several types of money. Monetary aggregates are used to measure the supply of various types of money in an economy. The most commonly used aggregates are M0 through M3, plus monetary base. See the following diagram to understand how the aggregates relate to each other.

January 12, MMXII — Finance.

I Like Stock Market Panic And Crashes

What have three years of trading securities and studying financial markets given me? I’ve learned to look beyond panicking mobs and welcome dramatic falls.

September 8, MMXI — Finance, Life Lessons.

My Life as a Quant: Insider Account Of Financial Engineering

One of the most interesting books I have recently read is a sort-of autobiography by Emanuel Derman – particle physicist, Wall Street financial engineer and university professor. It is mostly concerned with quantitative finance, a field that developed in the eighties and today holds an important position in the financial world.

September 26, MMX — Books, Finance.