bgimpert

Umm, stop orders?

WarGames, Sneakers, The Matrix, Tron, Disclosure.

Imperial and Cambridge, in that order.

Back-testing a support vector machine -based text classification system that models daily stock news, looking for mispriced volatility. A big stealth project, with just the Ruby option pricer here:

http://tinyurl.com/chmk7p

Need much more realism than Black-Scholes for the model training!