Beta

corr(A, B) = Cov(A,B)/Vol(A)Vol(B)

var(A) = Vol(A) sqrt

Beta(A,B) = Cov(A,B)/var(B)

sed in Linux

1- say for example, in Shell programming, you want to append some variable at the string end, this wont work - sed 's/$/$temp/'

what we can do is use two sed's - sed -e 's/$/dummy/' | sed "/dummy/$temp/".

Revolutionary Road

A sad story...

Kate and Leo are just the best pair! They made it so much more perfect!

Everyone wants out.

Everyone wants in.

Everyone wants to want.

To want nothing is to have everything!

This movie made my honey and me cry, especially we watched it together when we're suffering bad things! There's a moment in the life of any human be that we stop and ask ourself if we're in the right road, with right person. Insatisfaction???!!! We got it from this one - Revolutionary Road.

FIX Learning Notes (3)

1. interesting to know that we don't support msg with OrdStatus = New (we only care about executions, not orders)... Apparently this only applies to us, not part of FIX protocol.

2. OrdStatus, ExecType, ExecTransType

Perl Points

1- single quotes & double quotes:

single quotation doesn't interpret, while double quotation does.