Exploring Seasonality in a Time Series with R’s ggplot2
Inflation index values are decomposed into trend, seasonality and noise. Certain types of graph help identify seasonality. Graphs can be created simply and quickly in R. Simple graphs can be refined...
View ArticleBachelier Model: Fast Accurate Implied Volatility
“An industrial solution” – provides computation to near machine precision for option prices over an extremely large range! Fast and analytic in nature, employs rational polynomials to determine implied...
View ArticleStarting an Internship Programme at a Startup
In the UK, the notion of an internship is fairly new (to me at least). It was not straight forward to set up a program, so I share a few of the key steps I have found to be useful. The documents...
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