A 5 star hangout for overworked and underpaid system admins.
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Joined: 2016/05/02 19:19:48


Post by kmiklas » 2016/05/02 22:19:30

Hello Everyone,

This is my first post on this forum!!!

I just finished building a new rig, and got CentOS installed after a long battle with my mobo. The darn thing kept refusing to wake up after a sleep/hibernate, and was a little flaky after a normal shutdown. I had to flush out these issues before i put any trust in the box, which ultimately led me to get frustrated, snap off one of my memory slot anchors in frustration, and flash the BIOS--always a lot of fun! It's an ASUS z97-pro (wifi) with a Pentium I7 processor. I'm going to download the Intel scientific libraries tomorrow :D

Anyway, I'm planning to run pricing models on said box, such as...

- Black-Scholes-Merton
- Euler Explicit
- Monte Carlo
- Binomial tree

..and algorithmically compare them to market prices.

I'm testing out different APIs right now for my data, including Interactive Brokers and Tradeking. Let me know if there's a specific data provider that you like. Lots of work ahead.

Anyway, I'm headed to the gym. Hope to talk with you all online!

Keith :^)

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