Multivariable Calculus_3 Application on Optimization

It's exciting to apply multivariable calculus into solving real problems. First is to find the max/min points. It's largely required in optimization for instance, there are a number of factors in a financial model, tax, tracking error, turn over so on and so forth, you need to find the solution maximizing the performance while keeps … Continue reading Multivariable Calculus_3 Application on Optimization

Multivariable Calculus_2 Application of Multivariable Derivatives

Math is quite abstract but it has immense usage in our life. Multivariable calculus essentially helps solve complicated problems in practice such as simple needs to measure an irregular area, volume by approximating. To do a good job of approximating, first, introduce the concept of local linearilization by first dirivative for simple x, y function. … Continue reading Multivariable Calculus_2 Application of Multivariable Derivatives

Multivariable Calculus_1 (Vector Function Calculus)

To think about the title touches upon the conceptual grasp, Multivariable calculus in essence is same as the subject of Derivatives of multivariable functions. 3Blue1Brown did a great job helping me visualize the multivariable, which is related to knowledge of linear algebra too. Then comes the concept of partial derivative, gradient, divergence and curl. The … Continue reading Multivariable Calculus_1 (Vector Function Calculus)

Finding Alphas: A Quantitative Approach to Building Trading Strategies by WorldQuant

It is said hedge funds always are reluctant to disclose their secrete sauce, well not in the case of WorldQuant, the CEO of this renowned shop is so wiling to share and propagate his insight, that he published a book about his alpha strategies. Definition of alpha will be skipped, I would just cite their … Continue reading Finding Alphas: A Quantitative Approach to Building Trading Strategies by WorldQuant

Two Profoundly Different Types of Brain Work

In the wake of the blog I wrote a while ago about what students should learn in colleges, I've taken some thoughts about different types of brain work, which, unfortunately, oftentimes are confused as same. The consequence is significant, people waste their valuable time to perform unnecessary brain work, and to be ultimately defeated and … Continue reading Two Profoundly Different Types of Brain Work

Python Requests by Chris Hawkes

Stumble upon this video, absolutely informative, I'd jot down the key points along the way. The guy talks in a low-key fashion, and shows every details when he was trying to figure things out, very helpful for me. First, setting up virtual environment, virtualenv env --no-site-packageswhen it's created, it goes to c:\users\username\appdata\local\programs\python\python35-32find the executable in … Continue reading Python Requests by Chris Hawkes