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chrisaycock

02:22

Can anyone answer TheBridge's question? It's way out of my league and it would be a shame to let the bounty expire unclaimed.

Q: How to show that this weak scheme is a cubature scheme

Hi Does anyone common with Cubature on Wiener Spaces could explain why (i.e. with a detailed proof or a reference) some weak schemes such as those of Ninomiya-Victoir or Ninomiya-Ninomiya can be seen as a Cubature scheme over Wiener Spaces ? Those weak schemes are typicaly used for discretizat...

3 hours later…

Joshua Ulrich

05:35

@chrisaycock It is even more out of my league.

9 hours later…

Shane

14:51

Wow, I'm off to a slow start this week. stackexchange.com/leagues/91/week/quant/2011-02-13

4 hours later…

Joshua Ulrich

18:46

@Shane slacker

Shane

@JoshuaUlrich Thanks for the mention in your blog post; very kind.

Can I be a pain and ask for my name to be removed or modified? :) I try to avoid being "googleable" for the most part.

(Not to mention that I don't deserve to be mentioned along with those other masters of the universe...)

Joshua Ulrich

19:05

Which would you prefer, removed or modified?

Shane

Totally up to you. I just don't want someone to type my name into google and then end up on here and my blog, etc.

Maybe it would be easiest to just remove my name? I can't think of another great solution...

Sorry about this...

And I appreciate your flexibility.

Joshua Ulrich

@Shane How about changing it to just "Shane"?

Shane

That would be totally fine, although I was just thinking that it might look a little strange.

Joshua Ulrich

shrugs whatever

I look a little strange.

@Shane You are now invisible to the Google.

Shane

19:31

Nicely done, sir.

Joshua Ulrich

20:06

@Shane Thanks. I'll keep that in mind if/when I mention you in the future.

Shane

Thanks. Just refer to me as ChrisAycock.

chrisaycock

@Shane Nice

Looks like we have unfinished business on the retail vs institutional question.

Q: Are retail trading questions in scope?

I've noticed a few questions about Interactive Brokers, plus a couple mentions of MetaTrader and NinjaTrader. These are all retail-level topics; I can't imagine a professional quant would be concerned about these. Having said that, perhaps retail traders are interested in what institutional trad...

discussion scope

I thought my analogy of systems administrators vs administrative assistants both using computers for a living would have clinched it, but no love.

Shane

I thought that it was good analogy too.

chrisaycock

I made a smart-ass remark on another question that Ninja Trader is for day traders who want to pretend to be quants. I escaped with only one anonymous down vote on that one.

Shane

It's a tough question though. I prefer to distinguish between experts and amateurs, rather than institutional vs. retail. It's hard to draw a line on a specific platform; I tend to think that the content of the question may be more relevant.

That being said, I agree completely that certain platforms are more indicative of expert users.

Joshua Ulrich

20:22

@Shane I concur.

I can think of a couple "experts" who use IB.

Shane

Jeff?

IB is a little more borderline.

It gets used on both sides, I think.

Joshua Ulrich

Yes, it's not NinjaTrader.

chrisaycock

Certainly tools and AUM seem like arbitrary cut offs.

So perhaps techniques is a better distinction.

Joshua Ulrich

@chrisaycock 100% agree.

chrisaycock

Trouble is, which techniques? I trade cash equities (high-frequency), so my math is nowhere near what an exotics trader would need. On the flip side, my comp sci skillz are way beyond most people who work at Google.

Shane

20:28

Yes, I think that it's better to avoid some of these decisions and just let it happen organically. If we say that it should be expert-focused, then "we will know it when we see it".

(Hopefully)

chrisaycock