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Publication Name: Tr8dr

Brief description: Musings about strategies, statistics, computer science, numerical techniques.

Publication URL: http://tr8dr.wordpress.com

RSS Feed: http://tr8dr.wordpress.com/feed/

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Joined: October 10th, 2011

Activity

Tr8dr wrote a new blog post titled Thought Experiment On Randomness

Was discussing pseudo-random number generators with a colleague, around desirable attributes of the distribution, periodicity, etc — all fun and important stuff. It reminded me of a chain of thought ranging from complexity theory to the philosophical.   Pardon the … Continue reading →
(187 days ago)

Tr8dr wrote a new blog post titled Update

It has been a while since I’ve posted and apologize for leaving the prior subject mid-thread.   I’ve become extraordinarily busy with a new company, but will revert to research mode and follow-up once things settle down. In the mean … Continue reading →
(187 days ago)

Tr8dr wrote a new blog post titled Smoothed UKF

The smoothed UKF performs smoothing on the state system a-posteriori.   The standard form of this filter is useful in getting an accurate view on prior states, but will not provide a smoothed online state estimate for the current or … Continue reading →
(187 days ago)

About:

These are my musings about strategies, statistics, computer science, numerical techniques, etc.    I am a quant / developer, now trader, living in the New York area, just back from the UK, where I headed an algo pricing & strategies team.   I have now set up shop on my own to trade a mixture of medium high-freq and low frequency strategies.

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Tr8dr 228 days ago

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Tr8dr 228 days ago