I spent the weekend learning NetLogo, which is a fairly easy way to write computer simulation programs. Thank heavens the language is like many other languages I know, although figuring out the low-level syntax and capabilities has been a hassle.
Author Archives: Jason
Cool Data: Stock Quote Requests and Its Future
Zero Hedge has a second piece on high-frequency trading and the high-frequency quote (HFQ?) requests that go with it. It is interesting data, although there is no accompanying analysis. Also interesting is the post’s consideration of HFQ and what it means for the future of regulatory investigations or just making sense of it (note: the quote below is referring to the flash crash):
And what is inexcusable, is that the regulators didn’t even bother to interview the traders that ran the algorithm used by Waddell and Reed until two weeks after they published their report! Maybe it was because it took them 5 months just to assemble the data, and they ran out of time for any serious analysis. Too bad if that is the case, because the next time we have a serious market event, they will be facing at least 4 times as much data that overwhelmed them before.
Things I Learned this Week
Among the things I learned this week:
* Polo is a fun and fairly simple game, which is not to say it is simple to play. (Courtesy: Great Meadow Foundation)
* The Soviet Union denied requests for garlic experts to traverse the old Silk Road to collect garlic samples, because the areas commonly included missile bases. Beginning in 1989, though, requests were approved, and this opening up is a major source of “new” (i.e., rediscovered) garlic types. (Courtesy: The Valley Table)
* Vibrators were the fifth domestic appliance to be electrified. (Courtesy: NYer)