# Latest Posts

### programming - Is there anything like Quantopian in R?

There is an R interface to Quantopian Zipline called flyingfox. Here is a blog post from its creator.... Read More

### equities - Why someone would prefer CFDs rather than stocks?

Leverage, tax, ease of taking short positions and the risk of losing more than your investment are the main differences to a stock. Note, CFDs are a derivative on a stock hence the similarity in the... Read More

### portfolio management - Hedging with interest rate derivatives

I will work through a detailed example. I hope it helps. Suppose for simplicity that you are trying to hedge the interest rate risk of one simplistic debt instrument. Suppose that the obligor owes yo... Read More

### Inflation swaps rate vs. Break-even rate

Yes, you could call this a liquidity effect. The 10yr breakeven rate is defined as the difference between the nominal yield of the 10yr Treasury and the real yield of the 10yr TIPS. The TIPS has less... Read More

### programming - Why is C/C++ used by researchers to develop and test algorithmic trading strategies?

Plenty of HFT shops do not require C++ from the quants who are only involved in modeling. As you hypothesize, Python is sufficient for researching models. Your friend may simply be at a place that va... Read More

### probability - Measure for probabilities inferred from prices of derivatives on non-traded random variables?

St Louis Fed published in 2006 a very nice paper: What Are the Odds? Option-Based Forecasts of FOMC Target Changes by William Emmons, Aeimit Lakdawala, and Christopher Neely, which discusses futures... Read More

### programming - Build autocorrelation matrix in Python

import numpy as np t = np.linspace(1,T,T) t1,t2 = np.meshgrid(t,t) Btt = np.exp(-np.abs(t1-t2)/tau) #Btt = b**np.abs(t1-t2)... Read More