unclej's blog
Testing Mathjax and Syntax Highlighter
There have been a couple of things I've wanted to try out for a while and today's the day. Any respectable geek site is gonna have to be able to easily post content with math and code. Coming to my rescue are MathJax and SyntaxHighlighter. Both are javascript libraries that can be used with Drupal and easily installed.
Syntax Highlighter
PyMC: Markov Chain Monte Carlo
If you've been looking to implement Markov chain Monte Carlo using python then you might be interested in PyMC.
From the PyMC site:
PyMC is a python module that implements a suite of MCMC algorithms as python classes, and is extremely flexible and applicable to a large suite of problems. PyMC includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.
Nuclear Phynance
Nuclear Phynance is a good place to find information on various financial topics.
Dispersion: A Guide for the Clueless
Here's a cute paper on Dispersion Trading that I've found to be a useful intro.
Commodities Data Compilation
Here's a nice compilation of commodities data available on the web. It is put together by Will Smith studying at BirkBeck College, University of London.
Power-Quant Recommendations: