<?xml version="1.0" encoding="UTF-8"?>
<rss version="2.0"
	xmlns:content="http://purl.org/rss/1.0/modules/content/"
	xmlns:wfw="http://wellformedweb.org/CommentAPI/"
	xmlns:dc="http://purl.org/dc/elements/1.1/"
	xmlns:atom="http://www.w3.org/2005/Atom"
	xmlns:sy="http://purl.org/rss/1.0/modules/syndication/"
	xmlns:slash="http://purl.org/rss/1.0/modules/slash/"
	>

<channel>
	<title>Indy Telecom &#38; Industrial Media &#187; Quants</title>
	<atom:link href="http://www.metlin.org/tag/quants/feed/" rel="self" type="application/rss+xml" />
	<link>http://www.metlin.org</link>
	<description>Would you like fries with that?</description>
	<lastBuildDate>Sat, 03 Jul 2010 22:34:58 +0000</lastBuildDate>
	<generator>http://wordpress.org/?v=abc</generator>
	<language>en</language>
	<sy:updatePeriod>hourly</sy:updatePeriod>
	<sy:updateFrequency>1</sy:updateFrequency>
			<item>
		<title>QuantLib</title>
		<link>http://www.metlin.org/2007/11/13/quantlib/</link>
		<comments>http://www.metlin.org/2007/11/13/quantlib/#comments</comments>
		<pubDate>Wed, 14 Nov 2007 02:57:24 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Computing]]></category>
		<category><![CDATA[Finance]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Programming]]></category>
		<category><![CDATA[Quants]]></category>
		<category><![CDATA[Technology]]></category>
		<category><![CDATA[Quantitative Analysis]]></category>
		<category><![CDATA[QuantLib]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/11/13/quantlib/</guid>
		<description><![CDATA[I&#8217;ve been looking for various tools for Quantitative Analysis in finance. I stumbled upon QuantLib.
It&#8217;s an Open Source tool written in C++, but it is written with an open object model such that it is has been ported to work with several other languages.
If you are interested, you can download QuantLib and play with some [...]]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/11/13/quantlib/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Blaming Game: Quants or Leverage?</title>
		<link>http://www.metlin.org/2007/11/04/blaming-game-quants-or-leverage/</link>
		<comments>http://www.metlin.org/2007/11/04/blaming-game-quants-or-leverage/#comments</comments>
		<pubDate>Sun, 04 Nov 2007 18:06:15 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Economics]]></category>
		<category><![CDATA[Finance]]></category>
		<category><![CDATA[Hedge-Funds]]></category>
		<category><![CDATA[Leveraging]]></category>
		<category><![CDATA[Quants]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/11/04/blaming-game-quants-or-leverage/</guid>
		<description><![CDATA[Post-August 2007, everyone seems to be saying that the age of quants and quant-based hedge funds are over and other such dire doomsday predictions. Even the bigwigs lost a good bit of money and people are probably more than a little wary of quant-based hedge funds at the moment.
But here is the question &#8212; was [...]]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/11/04/blaming-game-quants-or-leverage/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>The Quant Meltdown</title>
		<link>http://www.metlin.org/2007/10/19/the-quant-meltdown/</link>
		<comments>http://www.metlin.org/2007/10/19/the-quant-meltdown/#comments</comments>
		<pubDate>Fri, 19 Oct 2007 16:52:43 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Economics]]></category>
		<category><![CDATA[Finance]]></category>
		<category><![CDATA[Quants]]></category>
		<category><![CDATA[MIT]]></category>
		<category><![CDATA[Quant Meltdown]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/10/19/the-quant-meltdown/</guid>
		<description><![CDATA[The MIT Technology review has an interesting two part write-up on the quant meltdown from this August.
Extremely interesting and a must-read.
]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/10/19/the-quant-meltdown/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Too Many Black Swans</title>
		<link>http://www.metlin.org/2007/10/07/too-many-black-swans/</link>
		<comments>http://www.metlin.org/2007/10/07/too-many-black-swans/#comments</comments>
		<pubDate>Sun, 07 Oct 2007 05:36:58 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Finance]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Quants]]></category>
		<category><![CDATA[black-swam]]></category>
		<category><![CDATA[funds]]></category>
		<category><![CDATA[hedge]]></category>
		<category><![CDATA[Hedge-Funds]]></category>
		<category><![CDATA[HFN]]></category>
		<category><![CDATA[leverage-ratio]]></category>
		<category><![CDATA[Probability]]></category>
		<category><![CDATA[quantitative]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/10/07/too-many-black-swans/</guid>
		<description><![CDATA[Taleb defines a Black Swan as something that is an extremely rare event. When 9/11 happened, that was a Black Swan &#8212; a ten sigma or worse. When LTCM collapsed and the feds had to engineer a bailout, that was a Black Swan.
Now, the way quant hedge funds have operated is that when things went [...]]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/10/07/too-many-black-swans/feed/</wfw:commentRss>
		<slash:comments>4</slash:comments>
		</item>
		<item>
		<title>Fooled by Progressive Betting</title>
		<link>http://www.metlin.org/2007/10/01/fooled-by-progressive-betting/</link>
		<comments>http://www.metlin.org/2007/10/01/fooled-by-progressive-betting/#comments</comments>
		<pubDate>Mon, 01 Oct 2007 14:52:33 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Economics]]></category>
		<category><![CDATA[Finance]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Quants]]></category>
		<category><![CDATA[Blackjack]]></category>
		<category><![CDATA[Game-Theory]]></category>
		<category><![CDATA[Nassim]]></category>
		<category><![CDATA[Nicholas]]></category>
		<category><![CDATA[Probability]]></category>
		<category><![CDATA[Taleb]]></category>
		<category><![CDATA[Wall-Street]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/10/01/fooled-by-progressive-betting/</guid>
		<description><![CDATA[Is it me or does it seem like there is something to be said about Taleb&#8217;s rants against the traditional practices of Wall Street traders and progressive betting in Blackjack?
The fact that progressions cannot overcome expectation is also rather interesting, given the way some institutions work.
]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/10/01/fooled-by-progressive-betting/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Fat Tails &amp; Skinny Returns</title>
		<link>http://www.metlin.org/2007/09/29/fat-tails-skinny-returns/</link>
		<comments>http://www.metlin.org/2007/09/29/fat-tails-skinny-returns/#comments</comments>
		<pubDate>Sat, 29 Sep 2007 20:06:33 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Economics]]></category>
		<category><![CDATA[Finance]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Quants]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/09/29/fat-tails-skinny-returns/</guid>
		<description><![CDATA[While normal distributions are nice and wonderful, they aren&#8217;t really feasible in the world of finance. This is because the market can be so volatile and fickle that variances become meaningless.
So, enter fat-tailed distributions. These are distributions where events deviate significantly from the mean in comparison to normal distributions. What this means in terms of [...]]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/09/29/fat-tails-skinny-returns/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>The World of Quants (Part I)</title>
		<link>http://www.metlin.org/2007/09/20/the-world-of-quants-part-i/</link>
		<comments>http://www.metlin.org/2007/09/20/the-world-of-quants-part-i/#comments</comments>
		<pubDate>Thu, 20 Sep 2007 05:14:53 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Economics]]></category>
		<category><![CDATA[Finance]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Quants]]></category>
		<category><![CDATA[Nassim-Taleb]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/09/20/the-world-of-quants-part-i/</guid>
		<description><![CDATA[PD recently recommended two excellent books by Nassim Nicholas Taleb (homepage), the mathematician turned philosopher turned epistemologist.  I am half way done with one of them, Fooled by Randomness and I have a brand new copy of The Black Swan sitting right here on my desk.
While I was reading the books, one thing that [...]]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/09/20/the-world-of-quants-part-i/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>MBAs in the New World of Quant Jocks</title>
		<link>http://www.metlin.org/2007/09/16/mbas-in-the-new-world-of-quant-jocks/</link>
		<comments>http://www.metlin.org/2007/09/16/mbas-in-the-new-world-of-quant-jocks/#comments</comments>
		<pubDate>Mon, 17 Sep 2007 03:49:06 +0000</pubDate>
		<dc:creator>Karthik Narayanaswami</dc:creator>
				<category><![CDATA[Business]]></category>
		<category><![CDATA[Quants]]></category>

		<guid isPermaLink="false">http://www.metlin.org/2007/09/16/mbas-in-the-new-world-of-quant-jocks/</guid>
		<description><![CDATA[Paul Kedrosky talks about an interesting NYT article on how hedge funds and private equities seem to change career options for people who might otherwise consider going for an MBA.
The interesting thing about this is the fact that I in fact do know several people who are at those cross-roads.
While being a quant-jock definitely has [...]]]></description>
		<wfw:commentRss>http://www.metlin.org/2007/09/16/mbas-in-the-new-world-of-quant-jocks/feed/</wfw:commentRss>
		<slash:comments>7</slash:comments>
		</item>
	</channel>
</rss>
