Tag Archives: functional analysis

A One-Line Viewpoint on Trading

Given a time-series of one security’s price-train P[t], a low-frequency trader’s job (forgetting trading costs) is to find a step function S[t] to convolve against price changes P′[t] with the proviso that the other side to the trade exists. S[t] represents the bet … Continue reading

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Space

The word ‘space’ has acquired several meanings, which is what you would expect of such a sexy, primitive, metaphorically rich, eminently repurposeable concept. Outer space, of course, is where cosmonauts, Hubble telescopes, television satellites, and aliens reside. It’s ℝ³, or … Continue reading

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Vectors

Vectors, concretely, are arrows, with a head and a tail. If two arrows share a tail, then you can measure the angle between them. The length of the arrow represents the magnitude of the vector. The modern abstract view is … Continue reading

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