Pinboard (jm)
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recent bookmarks from jmOnline Algorithms in High-frequency Trading - ACM Queue2013-10-19T20:38:52+00:00
http://queue.acm.org/detail.cfm?id=2534976
jmlinear-regression variance mean variability volatility stream-processing online algorithms hft tradinghttps://pinboard.in/https://pinboard.in/u:jm/b:a346d6588063/Fat Tails2013-07-02T20:44:37+00:00
http://vudlab.com/fat-tails.html
jmA fat-tailed distribution looks normal but the parts far away from the average are thicker, meaning a higher chance of huge deviations. [...] Fat tails don't mean more variance; just different variance. For a given variance, a higher chance of extreme deviations implies a lower chance of medium ones.
]]>dataviz via:hn statistics visualization distributions fat-tailed kurtosis d3.js javascript variance deviationhttps://pinboard.in/https://pinboard.in/u:jm/b:ccd01496776d/