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From Lefteris Soulas <lefterissou...@gmail.com>
Subject Re: s4 financial analytics examples.
Date Sat, 14 Jul 2012 12:18:50 GMT
oops... Sorry wrong recipient :)

On Sat, Jul 14, 2012 at 3:08 PM, Lefteris Soulas
<lefterissoulas@gmail.com>wrote:

> Hello again sir,
> I am sorry for the dealyed response but I had exams and no time at all.
> I want to thank you for your kind response and the will to help.
> I am new with S4 and I haven't caught the basic idea on how to program it
> efficiently, not to mention run it on a cluster..
> If you find some time to help me and saw me those financial examples you
> mentioned
> I would really appreciate that.
> Hope to hearing from you soon.
> Best regards,
> Lefteris
>
>
> On Wed, Jun 20, 2012 at 9:32 PM, Shailendra Mishra <shailendrah@gmail.com>wrote:
>
>> Absolutely. I  will work on creating some documentation (not very
>> different from the way it's done on cwiki) and a git patch. -
>> Shailendra
>>
>> On Wed, Jun 20, 2012 at 11:05 AM, Karthik Kambatla
>> <kkambatl@cs.purdue.edu> wrote:
>> > Awesome!
>> >
>> > That would really help others in writing more S4 apps. Thanks a lot,
>> > Sahilendra.
>> >
>> > Karthik
>> >
>> >
>> > On Wed, Jun 20, 2012 at 6:12 AM, Shailendra Mishra <
>> shailendrah@gmail.com>
>> > wrote:
>> >>
>> >> Leo, Matthieu:
>> >>
>> >> I have been working on some examples in the financial world and have
>> >> some non-trivial stuff running on S4. Let me know if you want these
>> >> examples to be made available in s4:
>> >> 1) Computes 10 sec. weighted univariate stats on financial feed data.
>> >> 2) Compute financial option pricing using about 1/2 dozen methods
>> >> 3) Compute bond pricing, yield etc, using quantitative models
>> >> 4) Discrete hedging example on financial calls and puts
>> >> 5) Another way of evaluating financial options.
>> >>
>> >> The data associated with 2), 3) 4) and 5) is fabricated but 1) has
>> >> some reasonable data behind it. Also, 2 - 5 need the
>> >> jquantlib-0.2.4.jar, 1) needs apache commons
>> >>
>> >> - Shailendra
>> >
>> >
>>
>
>

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