Fix article descriptions

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Bradlee Speice 2016-02-26 14:45:26 -05:00
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<meta charset="utf-8"> <meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge"> <meta http-equiv="X-UA-Compatible" content="IE=edge">
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<meta name="description" content="MathJax.Hub.Config({tex2jax: {inlineMath: [[&#39;$&#39;,&#39;$&#39;], [&#39;\(&#39;,&#39;\)&#39;]]}}); My only non-core class this semester has been in Structure Products. We&#39;ve been surveying a wide variety of products, and the ..."> <meta name="description" content="My only non-core class this semester has been in Structure Products. We&#39;ve been surveying a wide variety of products, and the final project was to pick one to report on. Because these are all very ...">
<meta name="keywords" content="finance, monte carlo, simulation"> <meta name="keywords" content="finance, monte carlo, simulation">
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<!-- Content --> <!-- Content -->
<div class="container content"> <div class="container content">
<script type="text/x-mathjax-config"> <p>My only non-core class this semester has been in Structure Products. We've been surveying a wide variety of products, and the final project was to pick one to report on.
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<p>My only non-core class this semester has been in Structure Products. We've been surveying a wide variety of products, and the final project was to pick one to report on.
Because these are all very similar, we decided to demonstrate all 3 products at once.</p> Because these are all very similar, we decided to demonstrate all 3 products at once.</p>
<p>What follows below is a notebook demonstrating the usage of <a href="http://julialang.com">Julia</a> for Monte-Carlo simulation of some exotic products.</p> <p>What follows below is a notebook demonstrating the usage of <a href="http://julialang.com">Julia</a> for Monte-Carlo simulation of some exotic products.</p>
<p> <p>
@ -3856,6 +3850,11 @@ Present value of Phoenix with memory note: $100.09</pre>
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<meta name="description" content="MathJax.Hub.Config({tex2jax: {inlineMath: [[&#39;$&#39;,&#39;$&#39;], [&#39;\(&#39;,&#39;\)&#39;]]}}); In [1]: import pickle import pandas as pd import numpy as np from bokeh.plotting import output_notebook, figure, show from ..."> <meta name="description" content="In [1]: import pickle import pandas as pd import numpy as np from bokeh.plotting import output_notebook, figure, show from bokeh.palettes import RdBu4 as Palette from datetime import datetime ...">
<meta name="keywords" content="data science, weather"> <meta name="keywords" content="data science, weather">
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<!-- Content --> <!-- Content -->
<div class="container content"> <div class="container content">
<script type="text/x-mathjax-config"> <p>
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<div class="cell border-box-sizing code_cell rendered"> <div class="cell border-box-sizing code_cell rendered">
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<meta charset="utf-8"> <meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge"> <meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1"> <meta name="viewport" content="width=device-width, initial-scale=1">
<meta name="description" content="MathJax.Hub.Config({tex2jax: {inlineMath: [[&#39;$&#39;,&#39;$&#39;], [&#39;\(&#39;,&#39;\)&#39;]]}}); In [1]: from bokeh.plotting import figure, output_notebook, show from bokeh.palettes import PuBuGn9 as Palette import pandas ..."> <meta name="description" content="In [1]: from bokeh.plotting import figure, output_notebook, show from bokeh.palettes import PuBuGn9 as Palette import pandas as pd import numpy as np from datetime import datetime import pickle ...">
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<!-- Content --> <!-- Content -->
<div class="container content"> <div class="container content">
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<?xml version="1.0" encoding="utf-8"?> <?xml version="1.0" encoding="utf-8"?>
<feed xmlns="http://www.w3.org/2005/Atom"><title>Bradlee Speice</title><link href="https://bspeice.github.io/" rel="alternate"></link><link href="https://bspeice.github.io/feeds/all.atom.xml" rel="self"></link><id>https://bspeice.github.io/</id><updated>2016-02-26T00:00:00-05:00</updated><entry><title>Profitability using the Investment Formula</title><link href="https://bspeice.github.io/profitability-using-the-investment-formula.html" rel="alternate"></link><updated>2016-02-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-26:profitability-using-the-investment-formula.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; <feed xmlns="http://www.w3.org/2005/Atom"><title>Bradlee Speice</title><link href="https://bspeice.github.io/" rel="alternate"></link><link href="https://bspeice.github.io/feeds/all.atom.xml" rel="self"></link><id>https://bspeice.github.io/</id><updated>2016-02-26T00:00:00-05:00</updated><entry><title>Profitability using the Investment Formula</title><link href="https://bspeice.github.io/profitability-using-the-investment-formula.html" rel="alternate"></link><updated>2016-02-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-26:profitability-using-the-investment-formula.html</id><summary type="html">&lt;p&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\\(','\\)']]}});
&lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;
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&lt;div class="cell border-box-sizing text_cell rendered"&gt; &lt;div class="cell border-box-sizing text_cell rendered"&gt;
&lt;div class="prompt input_prompt"&gt; &lt;div class="prompt input_prompt"&gt;
&lt;/div&gt; &lt;/div&gt;
@ -6873,13 +6867,12 @@ JBKJRCJrRTQiRCKRSCQSiUQikUgkElkr/h9yZ17EmpnoFwAAAABJRU5ErkJggg==
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="algorithmic-trading"></category><category term="python"></category></entry><entry><title>Guaranteed Money Maker</title><link href="https://bspeice.github.io/guaranteed-money-maker.html" rel="alternate"></link><updated>2016-02-03T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-03:guaranteed-money-maker.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); &lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\\(','\\)']]}});
&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="algorithmic-trading"></category><category term="python"></category></entry><entry><title>Guaranteed Money Maker</title><link href="https://bspeice.github.io/guaranteed-money-maker.html" rel="alternate"></link><updated>2016-02-03T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-03:guaranteed-money-maker.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing text_cell rendered"&gt; &lt;div class="cell border-box-sizing text_cell rendered"&gt;
&lt;div class="prompt input_prompt"&gt; &lt;div class="prompt input_prompt"&gt;
&lt;/div&gt; &lt;/div&gt;
@ -7137,13 +7130,12 @@ Profit: 0.08304813163696423
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="martingale"></category><category term="strategy"></category></entry><entry><title>Cloudy in Seattle</title><link href="https://bspeice.github.io/cloudy-in-seattle.html" rel="alternate"></link><updated>2016-01-23T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-23:cloudy-in-seattle.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="martingale"></category><category term="strategy"></category></entry><entry><title>Cloudy in Seattle</title><link href="https://bspeice.github.io/cloudy-in-seattle.html" rel="alternate"></link><updated>2016-01-23T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-23:cloudy-in-seattle.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing code_cell rendered"&gt; &lt;div class="cell border-box-sizing code_cell rendered"&gt;
&lt;div class="input"&gt; &lt;div class="input"&gt;
&lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt; &lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt;
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&lt;/div&gt;&lt;/p&gt;</summary><category term="weather"></category><category term="data science"></category></entry><entry><title>Complaining about the Weather</title><link href="https://bspeice.github.io/complaining-about-the-weather.html" rel="alternate"></link><updated>2016-01-01T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-01:complaining-about-the-weather.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
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&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="weather"></category><category term="data science"></category></entry><entry><title>Complaining about the Weather</title><link href="https://bspeice.github.io/complaining-about-the-weather.html" rel="alternate"></link><updated>2016-01-01T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-01:complaining-about-the-weather.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing code_cell rendered"&gt; &lt;div class="cell border-box-sizing code_cell rendered"&gt;
&lt;div class="input"&gt; &lt;div class="input"&gt;
&lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt; &lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt;
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&lt;/div&gt;&lt;/p&gt;</summary><category term="weather"></category></entry><entry><title>Testing Cramer</title><link href="https://bspeice.github.io/testing-cramer.html" rel="alternate"></link><updated>2015-12-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-12-26:testing-cramer.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="weather"></category></entry><entry><title>Testing Cramer</title><link href="https://bspeice.github.io/testing-cramer.html" rel="alternate"></link><updated>2015-12-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-12-26:testing-cramer.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing code_cell rendered"&gt; &lt;div class="cell border-box-sizing code_cell rendered"&gt;
&lt;div class="input"&gt; &lt;div class="input"&gt;
&lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt; &lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt;
@ -9055,13 +9045,12 @@ S&amp;amp;P 0.585821 0.608209 0.535055 0.535055
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="futures"></category><category term="data science"></category></entry><entry><title>Autocallable Bonds</title><link href="https://bspeice.github.io/autocallable-bonds.html" rel="alternate"></link><updated>2015-11-27T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-27:autocallable-bonds.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="futures"></category><category term="data science"></category></entry><entry><title>Autocallable Bonds</title><link href="https://bspeice.github.io/autocallable-bonds.html" rel="alternate"></link><updated>2015-11-27T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-27:autocallable-bonds.html</id><summary type="html">&lt;p&gt;My only non-core class this semester has been in Structure Products. We've been surveying a wide variety of products, and the final project was to pick one to report on.
&lt;p&gt;My only non-core class this semester has been in Structure Products. We've been surveying a wide variety of products, and the final project was to pick one to report on.
Because these are all very similar, we decided to demonstrate all 3 products at once.&lt;/p&gt; Because these are all very similar, we decided to demonstrate all 3 products at once.&lt;/p&gt;
&lt;p&gt;What follows below is a notebook demonstrating the usage of &lt;a href="http://julialang.com"&gt;Julia&lt;/a&gt; for Monte-Carlo simulation of some exotic products.&lt;/p&gt; &lt;p&gt;What follows below is a notebook demonstrating the usage of &lt;a href="http://julialang.com"&gt;Julia&lt;/a&gt; for Monte-Carlo simulation of some exotic products.&lt;/p&gt;
&lt;p&gt; &lt;p&gt;
@ -12835,13 +12824,12 @@ Present value of Phoenix with memory note: $100.09&lt;/pre&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="finance"></category><category term="simulation"></category><category term="monte carlo"></category></entry><entry><title>Welcome, and an algorithm</title><link href="https://bspeice.github.io/welcome-and-an-algorithm.html" rel="alternate"></link><updated>2015-12-05T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-19:welcome-and-an-algorithm.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="finance"></category><category term="simulation"></category><category term="monte carlo"></category></entry><entry><title>Welcome, and an algorithm</title><link href="https://bspeice.github.io/welcome-and-an-algorithm.html" rel="alternate"></link><updated>2015-12-05T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-19:welcome-and-an-algorithm.html</id><summary type="html">&lt;p&gt;Hello! Glad to meet you. I'm currently a student at Columbia University
&lt;p&gt;Hello! Glad to meet you. I'm currently a student at Columbia University
studying Financial Engineering, and want to give an overview of the projects studying Financial Engineering, and want to give an overview of the projects
I'm working on!&lt;/p&gt; I'm working on!&lt;/p&gt;
&lt;p&gt;To start things off, Columbia has been hosting a trading competition that &lt;p&gt;To start things off, Columbia has been hosting a trading competition that
@ -13204,4 +13192,9 @@ s.t.\ \ &amp; \vec{1} \omega = 1\\
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&lt;/div&gt;&lt;/p&gt;</summary><category term="introduction"></category><category term="trading"></category></entry></feed> &lt;/div&gt;&lt;/p&gt;
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&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="introduction"></category><category term="trading"></category></entry></feed>

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<?xml version="1.0" encoding="utf-8"?> <?xml version="1.0" encoding="utf-8"?>
<feed xmlns="http://www.w3.org/2005/Atom"><title>Bradlee Speice</title><link href="https://bspeice.github.io/" rel="alternate"></link><link href="https://bspeice.github.io/feeds/blog.atom.xml" rel="self"></link><id>https://bspeice.github.io/</id><updated>2016-02-26T00:00:00-05:00</updated><entry><title>Profitability using the Investment Formula</title><link href="https://bspeice.github.io/profitability-using-the-investment-formula.html" rel="alternate"></link><updated>2016-02-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-26:profitability-using-the-investment-formula.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; <feed xmlns="http://www.w3.org/2005/Atom"><title>Bradlee Speice</title><link href="https://bspeice.github.io/" rel="alternate"></link><link href="https://bspeice.github.io/feeds/blog.atom.xml" rel="self"></link><id>https://bspeice.github.io/</id><updated>2016-02-26T00:00:00-05:00</updated><entry><title>Profitability using the Investment Formula</title><link href="https://bspeice.github.io/profitability-using-the-investment-formula.html" rel="alternate"></link><updated>2016-02-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-26:profitability-using-the-investment-formula.html</id><summary type="html">&lt;p&gt;
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&lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;
&lt;p&gt;
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&lt;div class="prompt input_prompt"&gt; &lt;div class="prompt input_prompt"&gt;
&lt;/div&gt; &lt;/div&gt;
@ -6873,13 +6867,12 @@ JBKJRCJrRTQiRCKRSCQSiUQikUgkElkr/h9yZ17EmpnoFwAAAABJRU5ErkJggg==
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="algorithmic-trading"></category><category term="python"></category></entry><entry><title>Guaranteed Money Maker</title><link href="https://bspeice.github.io/guaranteed-money-maker.html" rel="alternate"></link><updated>2016-02-03T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-03:guaranteed-money-maker.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
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&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="algorithmic-trading"></category><category term="python"></category></entry><entry><title>Guaranteed Money Maker</title><link href="https://bspeice.github.io/guaranteed-money-maker.html" rel="alternate"></link><updated>2016-02-03T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-02-03:guaranteed-money-maker.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing text_cell rendered"&gt; &lt;div class="cell border-box-sizing text_cell rendered"&gt;
&lt;div class="prompt input_prompt"&gt; &lt;div class="prompt input_prompt"&gt;
&lt;/div&gt; &lt;/div&gt;
@ -7137,13 +7130,12 @@ Profit: 0.08304813163696423
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="martingale"></category><category term="strategy"></category></entry><entry><title>Cloudy in Seattle</title><link href="https://bspeice.github.io/cloudy-in-seattle.html" rel="alternate"></link><updated>2016-01-23T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-23:cloudy-in-seattle.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
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&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="martingale"></category><category term="strategy"></category></entry><entry><title>Cloudy in Seattle</title><link href="https://bspeice.github.io/cloudy-in-seattle.html" rel="alternate"></link><updated>2016-01-23T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-23:cloudy-in-seattle.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing code_cell rendered"&gt; &lt;div class="cell border-box-sizing code_cell rendered"&gt;
&lt;div class="input"&gt; &lt;div class="input"&gt;
&lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt; &lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt;
@ -7874,13 +7866,12 @@ MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="weather"></category><category term="data science"></category></entry><entry><title>Complaining about the Weather</title><link href="https://bspeice.github.io/complaining-about-the-weather.html" rel="alternate"></link><updated>2016-01-01T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-01:complaining-about-the-weather.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
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&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="weather"></category><category term="data science"></category></entry><entry><title>Complaining about the Weather</title><link href="https://bspeice.github.io/complaining-about-the-weather.html" rel="alternate"></link><updated>2016-01-01T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2016-01-01:complaining-about-the-weather.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing code_cell rendered"&gt; &lt;div class="cell border-box-sizing code_cell rendered"&gt;
&lt;div class="input"&gt; &lt;div class="input"&gt;
&lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt; &lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt;
@ -8631,13 +8622,12 @@ MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="weather"></category></entry><entry><title>Testing Cramer</title><link href="https://bspeice.github.io/testing-cramer.html" rel="alternate"></link><updated>2015-12-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-12-26:testing-cramer.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
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&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="weather"></category></entry><entry><title>Testing Cramer</title><link href="https://bspeice.github.io/testing-cramer.html" rel="alternate"></link><updated>2015-12-26T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-12-26:testing-cramer.html</id><summary type="html">&lt;p&gt;
&lt;p&gt;
&lt;div class="cell border-box-sizing code_cell rendered"&gt; &lt;div class="cell border-box-sizing code_cell rendered"&gt;
&lt;div class="input"&gt; &lt;div class="input"&gt;
&lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt; &lt;div class="prompt input_prompt"&gt;In&amp;nbsp;[1]:&lt;/div&gt;
@ -9055,13 +9045,12 @@ S&amp;amp;P 0.585821 0.608209 0.535055 0.535055
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="futures"></category><category term="data science"></category></entry><entry><title>Autocallable Bonds</title><link href="https://bspeice.github.io/autocallable-bonds.html" rel="alternate"></link><updated>2015-11-27T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-27:autocallable-bonds.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="futures"></category><category term="data science"></category></entry><entry><title>Autocallable Bonds</title><link href="https://bspeice.github.io/autocallable-bonds.html" rel="alternate"></link><updated>2015-11-27T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-27:autocallable-bonds.html</id><summary type="html">&lt;p&gt;My only non-core class this semester has been in Structure Products. We've been surveying a wide variety of products, and the final project was to pick one to report on.
&lt;p&gt;My only non-core class this semester has been in Structure Products. We've been surveying a wide variety of products, and the final project was to pick one to report on.
Because these are all very similar, we decided to demonstrate all 3 products at once.&lt;/p&gt; Because these are all very similar, we decided to demonstrate all 3 products at once.&lt;/p&gt;
&lt;p&gt;What follows below is a notebook demonstrating the usage of &lt;a href="http://julialang.com"&gt;Julia&lt;/a&gt; for Monte-Carlo simulation of some exotic products.&lt;/p&gt; &lt;p&gt;What follows below is a notebook demonstrating the usage of &lt;a href="http://julialang.com"&gt;Julia&lt;/a&gt; for Monte-Carlo simulation of some exotic products.&lt;/p&gt;
&lt;p&gt; &lt;p&gt;
@ -12835,13 +12824,12 @@ Present value of Phoenix with memory note: $100.09&lt;/pre&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="finance"></category><category term="simulation"></category><category term="monte carlo"></category></entry><entry><title>Welcome, and an algorithm</title><link href="https://bspeice.github.io/welcome-and-an-algorithm.html" rel="alternate"></link><updated>2015-12-05T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-19:welcome-and-an-algorithm.html</id><summary type="html">&lt;script type="text/x-mathjax-config"&gt; &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}}); MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\(','\)']]}});
&lt;/script&gt; &lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt; &lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="finance"></category><category term="simulation"></category><category term="monte carlo"></category></entry><entry><title>Welcome, and an algorithm</title><link href="https://bspeice.github.io/welcome-and-an-algorithm.html" rel="alternate"></link><updated>2015-12-05T00:00:00-05:00</updated><author><name>Bradlee Speice</name></author><id>tag:bspeice.github.io,2015-11-19:welcome-and-an-algorithm.html</id><summary type="html">&lt;p&gt;Hello! Glad to meet you. I'm currently a student at Columbia University
&lt;p&gt;Hello! Glad to meet you. I'm currently a student at Columbia University
studying Financial Engineering, and want to give an overview of the projects studying Financial Engineering, and want to give an overview of the projects
I'm working on!&lt;/p&gt; I'm working on!&lt;/p&gt;
&lt;p&gt;To start things off, Columbia has been hosting a trading competition that &lt;p&gt;To start things off, Columbia has been hosting a trading competition that
@ -13204,4 +13192,9 @@ s.t.\ \ &amp; \vec{1} \omega = 1\\
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt; &lt;/div&gt;
&lt;/div&gt;&lt;/p&gt;</summary><category term="introduction"></category><category term="trading"></category></entry></feed> &lt;/div&gt;&lt;/p&gt;
&lt;script type="text/x-mathjax-config"&gt;
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&lt;/script&gt;
&lt;script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'&gt;&lt;/script&gt;</summary><category term="introduction"></category><category term="trading"></category></entry></feed>

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<meta name="keywords" content="algorithmic-trading, python"> <meta name="keywords" content="algorithmic-trading, python">
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<meta name="description" content="MathJax.Hub.Config({tex2jax: {inlineMath: [[&#39;$&#39;,&#39;$&#39;], [&#39;\(&#39;,&#39;\)&#39;]]}}); In [1]: import requests import pandas as pd import numpy as np from dateutil import parser as dtparser from ..."> <meta name="description" content="In [1]: import requests import pandas as pd import numpy as np from dateutil import parser as dtparser from dateutil.relativedelta import relativedelta from datetime import datetime from ...">
<meta name="keywords" content="data science, futures"> <meta name="keywords" content="data science, futures">
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@ -75,13 +75,7 @@
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<p>Hello! Glad to meet you. I'm currently a student at Columbia University
studying Financial Engineering, and want to give an overview of the projects studying Financial Engineering, and want to give an overview of the projects
I'm working on!</p> I'm working on!</p>
<p>To start things off, Columbia has been hosting a trading competition that <p>To start things off, Columbia has been hosting a trading competition that
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