【 以下文字转载自 EE 讨论区 】 发信人: silverhawk (silverhawk), 信区: EE 标 题: 求助时间序列correlation的问题 发信站: BBS 未名空间站 (Fri May 7 14:43:51 2010, 美东) 假如有两个时间序列A,B. 之间的correlation为rho(假设rho比较大),有没有什么办 法将A表 示成为一个B和rho的函数?A=f(B,rho).不要求数学意义上相等,数值意义上近似即可 。谢谢
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Hiring: Quantitative Developer- Akuna Capital –芝加哥 Akuna Capital is a fast-growing trading house that specializes in derivative market-making and arbitrage. We pair up experienced and talented traders with industry-leading low latency IT, giving the company a huge advantage in the dynamic screen-based trading sphere. Founded in 2011, the company trades on major derivative markets across the US, our offices are in Chicago , Shanghai, Champaign and Boston. Our traders and developers work collaboratively in order to drive business outcomes and technical innovation, which is integral to our success. We are looking for a Quantitative Developer to work with a strong team of Quant Developers and Quant Traders on part of our automated options market making desk. We love problem solvers who thrive to research and come up with innovative, practical solutions to real world trading problems. The successful candidate will bring python expertise to our team and assist in model/strategy development, data analysis, and visualization. Long term plans for our team include strategy development and trading, so a candidate with interests in the financial markets and a quantitative background is preferred. Core Skills and Responsibilities: • Design and improve existing python tools that interact with C++ applications, databases, and wire protocols • Write and optimize data analysis code and calculation intensive models • Work closely with traders/ quants on developing web-based visualization tools for trading strategies • A strong interest in finance and learning to develop trading strategies is a plus • Provide python mentoring to team members and traders Job Requirements: • Masters/Ph.D. in technical field – Math, Physics, Engineering, Computer Science, or equivalent • 3+ years of experience in developing applications in Python or C++ • Comfortable performing independent research and communicating results in a timely fashion • Experience working on Linux and Windows • Familiarity with installing and managing python modules • Strong background with Numpy, Pandas, Multiprocessing, Bokeh, Numba and Anaconda • Experience with deploying and upgrading python applications • Financial or trading industry experience a plus If you are interested in it, feel free contact HR by [email protected]/* */ com