Re: Sr SAS Programmer Analyst - Regulatory Reporting - Job Posting - Bay
This is a multi-part message in MIME format. --55B259120F859FCDB08EC5F7 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Vincent Granville, Ph.D. Senior Statistician, Cnet Founder, Data Shaping Solutions Resume: http://www.datashaping.com/vincent.shtml --55B259120F859FCDB08EC5F7 Content-Type: application/msword; name=Resume.doc Content-Transfer-Encoding: base64 Content-Disposition: inline; filename=Resume.doc 0M8R4KGxGuEAPgADAP7/CQAGAAABLgAA EAAAMAEAAAD+AC0AAAD/ ///spcEANyAJBAAA8BK/EAAABAAA SQwAAA4AYmpialUWVRYJBBYAIhYAADd8AAA3fAAASQgA AAD//w8AAAD//w8AAAD//w8A AGwAACgBKAEAACgBKAEoAQAA ACgBKAEAABQAADwBLAQsBCwE LAQAAAw4BAAAFDwBsB0AAHgBAABYBFgE WAQAAABYBFgEawUAAABrBQAAAGsFLx0AAAIA AAAxHQAAADEdMR0xHQAAADEdMR0AACQoHwAA IAIAAEghAABuVR0AABUAKAEAAABrBQAA AABnBQAABGsFawUAAABrBQAAAFUd ewcoAQAAACgBWAQAAFgEAAAPAQAAah0AABYA AAB7BwAAAHsHewcAAABrBQAAmgAAACgBWAQoAQAA AFgELx0AAHsH awUvHQAAAHsHAACiAgAA ewcdCgAAxgAAAHsbAACQKAEoAQAA Lx0AAABYBAAA AEwEAAAM4G+GswlAwQE8AQAA8AIAACwEBQYAABYLHAAAFAAA Lx0AAACAHQAAMLAdHxwAABABAAC2IQAAABsGAABgAQAA tiEvHQAAAHsHPAE8AQAAACgBKAEA AAAoAQAAACgBAgDZMTAwMSBQYXJrdmlldyBEci4NUGl0dHNidXJnLCBD QSA5NDU2NQ1UZWw6ICg5MjUpIDQzMi00MTA0DUZheDogKDkyNSkgNDMyLTQxMDINdmluY2Vu dGdAZGF0YXNoYXBpbmcuY29tDQ1WaW5jZW50IEdyYW52aWxsZSwgU3RhdGlzdGljaWFuLCBQ aC5ELg0gIA1Xb3JrIEV4cGVyaWVuY2UgDQ1TZW5pb3IgU3RhdGlzdGljaWFuLCBDbmV0LCBP Y3RvYmVyIDIwMDAgLSBQcmVzZW50LgtBc3NpZ25lZCB0byB0aGUgUmVzZWFyY2ggR3JvdXAu IEludGVybmV0IHRyYWZmaWMgbW9kZWxpbmcgYW5kIGZvcmVjYXN0aW5nLCB1c2VyIGludGVs bGlnZW5jZSwgcmV0dXJuIG9uIGludmVzdG1lbnQuIEJ1c2luZXNzIG1ldHJpY3Mgc2VsZWN0 aW9uLCBkZWZpbml0aW9uLCBhbmQgc3RhbmRhcmRpemF0aW9uIGFjcm9zcyBicmFuZHMuIFBy ZXBhcmF0aW9uIG9mIHF1YXJ0ZXJseSByZXBvcnRzIGZvciBXYWxsIFN0cmVldC4gTWFuYWdl IGEgc21hbGwgdGVhbSBvZiByZXNlYXJjaGVycy4gU29sdmVkIHRoZSByZWFjaCBhbmQgZnJl cXVlbmN5IHByb2JsZW0gaW4gb25saW5lIGFkdmVydGlzaW5nLiBSZWR1Y2VkIGNvc3RzIGJ5 IG9wdGltaXppbmcgbG9nZmlsZSBjb21wcmVzc2lvbi4NDVN0cmF0ZWd5IEFyY2hpdGVjdCwg RGF0YSBTaGFwaW5nIFNvbHV0aW9ucywgTWF5IDE5OTkgLSBQcmVzZW50LiALSW5kZXBlbmRl bnQgY29uc3VsdGFudC4gRGVzaWduIGhpZ2ggcmV0dXJuIHN0YXRpc3RpY2FsIHRyYWRpbmcg c3RyYXRlZ2llcyB3aXRoIGRhaWx5IGJ1eSBhbmQgc2VsbCBzaWduYWxzIGZvciBwb3B1bGFy IHN0b2Nrcy4gSW1wbGVtZW50IHRyZW5kaW5nIGFsZ29yaXRobXMgZm9yIHN0b2NrIHByaWNl cy4gDQ1SZXNlYXJjaCBNYW5hZ2VyLCBTbmFwL05CQ2ksIEFwcmlsIDE5OTkgLSBPY3RvYmVy IDIwMDALUmV0dXJuIG9uIGludmVzdG1lbnQgYW5hbHlzaXMuIFNhdmVkICQxLDAwMCwwMDAg cGVyIG1vbnRoIHRvIHRoZSBjb21wYW55LCBieSBpbXByb3Zpbmcgb25saW5lIEFkIGFuZCBr ZXl3b3JkIGludmVudG9yeSBmb3JlY2FzdGluZyBtb2RlbCAoaW4gY29sbGFib3JhdGlvbiB3 aXRoIHRoZSBHRSBhdWRpdGluZyB0ZWFtKS4gVXNlciByZXRlbnRpb24gYW5hbHlzaXMsIHVz ZXIgc2VnbWVudGF0aW9uLiBTdXJ2ZXlzLg0NU3RhdGlzdGljaWFuLCBDbmV0LCBKdW5lIDE5 OTctIEFwcmlsIDE5OTkLQXNzaWduZWQgdG8gdGhlIERhdGEgV2FyZWhvdXNlIGdyb3VwLiBE YXRhIG1pbmluZywgcXVhbGl0eSBhc3N1cmFuY2UsIHRyYWZmaWMgbW9kZWxpbmcuDQ1FZHVj YXRpb24NDVJlc2VhcmNoIEZlbGxvdywgQ2FtYnJpZGdlIFVuaXZlcnNpdHkgKEVuZ2xhbmQp IGFuZCBVLk4uQy4gQ2hhcGVsIEhpbGwsIDE5OTUtMTk5Ny4LUmVzZWFyY2ggaW4gZW52aXJv bm1lbnRhbCBzdGF0aXN0aWNzLCBCYXllc2lhbiBtb2RlbGluZywgTWFya292IENoYWlucyBN b250ZSBDYXJsbyBtZXRob2RzLCB1bmRlciB0aGUgc3VwZXJ2aXNpb24gb2YgUHJvZmVzc29y IFJpY2hhcmQgTC4gU21pdGguDQ1QaC5ELiBpbiBTdGF0aXN0aWNzIHN1bW1hIGN1bSBsYXVk ZSwgTmFtdXIgVW5pdmVyc2l0eSAoQmVsZ2l1bSksIDE5OTMuC0ltYWdlIGFuYWx5c2lzLCBz dXBlcnZpc2VkIGNsYXNzaWZpY2F0aW9uLCBkaXNjcmltaW5hbnQgYW5hbHlzaXMgYXBwbGll ZCB0byBjcmVkaXQgcmF0aW5nLCBjb21wdXRhdGlvbmFsIHN0YXRpc3RpY3MuIFB1Ymxpc2hl ZCA0MCBhcnRpY2xlcy4gDQ1BZGRpdGlvbmFsIHNraWxscyANDVN0YXRpc3RpY2FsIHNvZnR3 YXJlOiBTQVMgKGluY2x1ZGluZyBTQVMgbWFjcm8gYW5kIFNBUyBBQ0NFU1MpLCBFeGNlbCAo
Reach and Frequency
An advertiser purchases online Ad impressions and wants to achieve a certain reach over a specified period of time. How many impressions does he have to purchase? The page-per-user distribution is known. I've published a solution on my web site, at datashaping.com/internet.shtml. However, I am wondering if more general results are available. Thanks. Vincent Granville, Ph.D. www.datashaping.com = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Call for papers
I had many requests on how to susbcribe to the newsletter. The URL is http://www.datashaping.com/newsletter.shtml . Please subscribe directly online if you are interested. Thank you. Vincent Vincent Granville wrote: A D V A N C E D T R A D I N G S T R A T E G I E S Datashaping is publishing "Advanced Trading Strategies", the source of statistical expertise for stock traders. Our monthly newsletter focuses on statistical strategies, with an emphasis on the technical aspects of real life stock trading. Authors are encouraged to submit articles for review. We will publish material on the following topics: - tax issues, in particular with short-term trading - short-term and intra-day trading - statistical algorithms, parametrization - strategy design and optimization - impact of spread and trading errors - designing robust strategies - combining short and long term strategies on a single stock - metrics used to assess the efficiency of a strategy - statistical distributions of interest for stock traders - data gathering and data quality issues - statistical modeling, model fitting To send an article, e-mail us at [EMAIL PROTECTED] Accepted articles will be published on our web site. We also accept job offer postings. Subscription to our newsletter is currently free. Vincent Granville -- http://www.datashaping.com : Advanced Statistical Strategies = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Mathematical artwork recently posted
New and unusual virtual images, posted on datashaping, at http://www.datashaping.com/artwork.shtml . Enjoy! Vincent = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
mathematical artwork
Interesting mathematical creations. They are not fractals. It's produced with pretty simple functions, and does not require recursive computations. Actually, some of these objects are very similar to fractals - but again do not involve recursive formulas. Some other images are clearly not fractals, but instead exhibit original textures (like wool cloth or carpet). http://www.datashaping.com/artwork.shtml = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
distribution of daily low/high
The problem is to find the (parametric?) distribution of the ratio low/high in connection with Brownian motions. The application I have in mind is daily low/high or 52-week low/high for any particular stock price. I would like to add a result on this subject in my section "theorems" on my web site. I've been thinking of adding a graph of these distributions, obtained by simulation, but if someone has something better (a theoretical result or a good reference), I would acknowledge her contribution. I am also interested in extreme value theory applied to the stock market. Vincent Granville -- http://www.datashaping.com : Advanced Statistical Strategies = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Random Walk
In a random walk with state space = Z and transition probabilities P(k -- k+1)=p, P(k -- k)=r, P( k -- k-1)=q with p+q+r=1, the expected number of steps before moving up is either finite or infinite depending on p, q, r. This means (applied to the stock market) that it is possible for a stock price to never surpass its present value. I am looking for a proof that someone with NO mathematical background could understand. Tthe easiest proof I have so far requires knowledge of recurrence relations and basic arithmetic (+, -, *, /). I would like to put this proof on my financial web site. The author of the proof would be acknowledged. Thank you. Vincent Granville -- http://www.datashaping.com : Advanced Trading Strategies = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Introducing trading strategies in the classroom
Trading simulations are a great way to familiarize students with investing, and show them how mathematics can be applied to real life problems. Now, this can be done entirely online at minimum cost. Please visit our web site. Your feedback is also appreciated to further improve our pages. http://www.datashaping.com/finance.shtml = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
