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40 articles · 2010–2026

Notes on numerical methods and quantitative trading

2026

  1. Training Is Numerical Integration: What Numerical Analysis Says About Learning Rates Machine Learning · Y.K
  2. Precision Is a Resource: How Much Arithmetic Does a Covariance Matrix Deserve? Mathematics · Y.K

2017

  1. Transforming a QP Problem to an SOCP Problem SuanShu · Ken Yiu

2015

  1. Fastest Java Matrix Multiplication SuanShu · henrymorco
  2. Using Returns in Pairs Trading AlgoQuant · Haksun Li

2014

  1. SuanShu is the Best Numerical and Statistical Library, ever! SuanShu · Haksun Li
  2. On Some Practical Issues when Using AlgoQuant to Compute the Markowitz Efficient Frontier AlgoQuant · hao.ding

2013

  1. Certificate in Quantitative Investment (CQI) News · Haksun Li
  2. Solving the "Corner Solution Problem" of Portfolio Optimization AlgoQuant · Ken Yiu
  3. Change of Measure/Girsanov's Theorem Explained Seminars · Haksun Li
  4. Mean-Variance Portfolio Optimization When Means And Covariances Are Unknown AlgoQuant · Ken Yiu

2012

  1. FREE .NET/C# Numerical/Math library SuanShu · Haksun Li
  2. Bloomberg Tick-By-Tick Data Download AlgoQuant · Ken Yiu
  3. SuanShu 2.0 SuanShu · Haksun Li
  4. Trading and Investment as a Science Algorithmic Trading · Haksun Li
  5. Order Book Based HFT Trading for NSE India Algorithmic Trading · lokeshmadan
  6. High Frequency Trading using Tick By Tick Data Algorithmic Trading · lokeshmadan
  7. Money Making Black Box Machines in Financial Markets In-depth Study Algorithmic Trading · lokeshmadan
  8. Using SuanShu on Amazon EC2 SuanShu · Ken Yiu
  9. Data Mining Algorithmic Trading · Haksun Li

2011

  1. NUMERICAL METHOD INC Selected as a Red Herring Top 100 Asia Tech Startup AlgoQuant · Haksun Li
  2. The Role of Technology in Quantitative Trading Research AlgoQuant · Haksun Li
  3. Simple Return for Short Position Algorithmic Trading · Ken Yiu
  4. Mean Reversion vs. Trend Following AlgoQuant · Haksun Li
  5. On White’s (2000) Reality Check Algorithmic Trading · kevinsun
  6. Quantitative Trading: Economist Approach vs. Mathematician Approach Algorithmic Trading · Haksun Li
  7. Java vs c++ performance Programming · Haksun Li
  8. Open Source Trading Software Or Not? Algorithmic Trading · Haksun Li
  9. Strategy Optimization AlgoQuant · Haksun Li
  10. Algorithmic Trading Courses Algorithmic Trading · Haksun Li
  11. The Right (and Wrong) Way to Run an Algorithmic Trading Group AlgoQuant · Haksun Li
  12. Gain Capital FX rate data AlgoQuant · Haksun Li
  13. SuanShu Introduction News · Haksun Li

2010

  1. The Demand of Good Financial Engineers Programming · Haksun Li
  2. What is missing in our computer science curriculum? Programming · Haksun Li
  3. Class Parsimony SuanShu · Haksun Li
  4. China ETFs, anyone? Greater China · stephenmcwong
  5. Creative retailing Greater China · stephenmcwong
  6. China’s beauty contest Greater China · stephenmcwong
  7. Opening Greater China · stephenmcwong