Finance / optimization / sports link roundup
I’m hard at work on our upcoming 2.1 release of Solver Foundation. But I’ve come across a few things lately so I thought I’d pass them on.
- My simple heuristic ended up finishing in the top 10% of NCAA tournament entries on espn.com. At one point I was in the top 1000 on espn.com. Not bad!
- I enjoy reading posts on "The Sports Economist".
- MetaQuotes Language 4 (MQL4) is a new built-in language for programming of trading strategies.
- Here is a useful list of finance packages for R.
- Here is a very readable article about minimizing conditional value at risk using both linear programming and simulation.
- IBM has had some great analytics commercials lately.
- Check out the new SIAM Journal on Financial Mathematics for free.
- Local fixture Gene Porter, the man behind "The Man", has passed away. In my early days at Microsoft I made many sunny afternoon drives to Dixie's to get my digestive system cauterized by his hot sauce. He liked to blare Clarence Carter on the radio. He was a cool guy and he will be missed.