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When I was a kid I imagined a probability distribution, where the expected time until something happens, equals the time you have already been waiting and it hasn't happened. I came up with this waiting for trains. This is the opposite of the longer you have been waiting, the less time remaining until it comes. The general idea is that something that hasn't happened will continue to not happen. A…

Anyone with experience in F# that can give us their 5 cents? https://fsharp.org https://en.wikipedia.org/wiki/F_Sharp_(programming_language) Statistics: Posted by Collector — March 7th, 2026, 9:28 pm — Replies 1 — Views 64

With your camera, not a gun, of course! Here's one of my top picks: This Greenwich swan hunting park placed in top ten by USA Today - CT Insider March 31 2026 I'll head over there this morning and let all of you know what I find! Statistics: Posted by Trickster — April 1st, 2026, 11:20 am — Replies 2 — Views 107

HI, I was wondering if anyone had the famous Alex Gerko of XTX interview that was posted on twitter and then taken down. I heard it was a great interview and that is why they wanted it taken down since it was so detailed. Would love to have a listen if anyone has it saved. Thanks a lot! Statistics: Posted by JasonCN — March 6th, 2026, 2:26 pm — Replies 0 — Views 73

Norway plans to build a big tunnel for ships in Norway to avoid rough sea. What about instead building a tunnel here. Financed by convertible bonds that after tunnel finished can be converted into oil Statistics: Posted by Collector — March 8th, 2026, 8:11 pm — Replies 7 — Views 105

News tidbits from here and there, or here/there, and/or there/here, as the case may be. Major Turing computing award goes to quantum science for first time - Nature March 18 " This is the first time that the Turing Award has recognized work related to quantum physics. Bennett and Brassard — partly through joint work — began to investigate the power of phenomena that could go beyond what’s possibl…

As the new forum language? Definitely not English. Statistics: Posted by Gamal — March 11th, 2026, 10:48 am — Replies 2 — Views 134

Exemple 1 In repo funding desks, how is PnL typically decomposed between funding spread, collateral haircut and market moves? [hr] Exemple 2 In practice, how are constrained optimization problems implemented for collateral allocation under balance sheet limits? [hr] Exemple 3 What are typical modeling approaches used in front office risk and PnL systems Statistics: Posted by omba1998 — February 2…

When is the war going to end, and how? Wild guesses only please. - is the US going to launch a ground invasion? - are they going to use nukes, as Trump threatened yesterday? Statistics: Posted by ISayMoo — March 23rd, 2026, 7:21 am — Replies 4 — Views 97

[*]Sol LeWitt, Vera Molnár, Bridget Riley, Roman Opałka, that style. [*] Statistics: Posted by gatarek — February 10th, 2026, 12:09 pm — Replies 4 — Views 98

Here's the link to the publication. https://publications.parliament.uk/pa/l ... /26702.htm The tl;dr version is: it's copyright theft plain and simple. The question I have though, where does that leave us with algorithms for frequency trading, research and so on in the quant world? Statistics: Posted by jasonbell — March 6th, 2026, 12:06 pm — Replies 1 — Views 45

A few that have come to mind recently, prompted from threads here, or life in general Waiting for Godot: A Bilingual Edition - Samuel Beckett For those who are waiting...for food trucks, nuclear attacks, or a shipment of seeds for your vegetable garden (mine will be on their way soon) Traders, Guns, and Money: Knowns and Unknowns in the Dazzling World of Derivatives - Satyajit Das Many excellent …

Please ignore — posted by mistake. Statistics: Posted by Mephist — February 18th, 2026, 5:35 am — Replies 1 — Views 97

Diverse international examples welcome. This one is impressive: The U.S. borrowed $50 billion a week for the past five months, the CBO says - Fortune March 10 "The U.S. Treasury’s borrowing showed no signs of slowing as the U.S. headed deeper into fiscal year 2026, with the Congressional Budget Office (CBO) reporting that another $1 trillion was added to the federal deficit in the first five mont…

**Duplicate of Post in Software** (not sure correct forum) I need an (old) install of  Interactive Brokers' TWSRTDAPI  (for Excel 2016 on Win7 ). ...yes... I realize this is cave man technology, please humor me Some version between 9.4 and 9.9 Older copies used to be available on IB's sites, but no longer exist. If there are any software packrats out there with a copy to share, I would appreciate…

I need an (old) install of  Interactive Brokers' TWSRTDAPI  (for Excel 2016 on Win7). ...yes... I realize this is cave man technology, please humor me Some version between 9.4 and 9.9 Older copies used to be available on IB's sites, but no longer exist. If there are any software packrats out there with a copy to share, I would appreciate the help. Statistics: Posted by ilscot — 3 minutes ago

Guys, I want to post some research content to ArXiv and need somebody (who has posted several articles to the Quantitative Finance, Mathematical Finance, Trading and Market Microstructure groups) to endorse me.  My bio is in on page 3 of the May 2026 edition of Wilmott, where I have an article (Equity Returns with a Stop-Loss). Cheers Statistics: Posted by JamesStephenBattle — 42 minutes ago

https://www.britishmuseum.org/about-us/ ... onth-event In recent days, we were informed that a significant proportion of registered attendees were individuals intending to deliberately disrupt the event, preventing others from participating in good faith and undermining the purpose of the programme. The British Museum fully recognises the importance of lawful protest and freedom of expression in …

Every backtest is judged against the one path that actually happened. You can walk-forward, you can bootstrap, you can purge and embargo your CV folds, at the end of the day the strategy still only had to survive 2010–2023 in the exact order it occurred.. half of what looks like alpha is probably just path luck. If you trained a generative model on returns and ran the backtest across thousands of…

A Three-Factor Stochastic Radiative-Equilibrium Climate Model with Mean Reversion, Jump Diffusion, and Tail Risk https://www.cambridge.org/engage/coe/article-details/6a005ee8810b9dcc82036c83 Statistics: Posted by Collector — 13 minutes ago