Abstract: This paper deals with the following generalized inverse eigenvalue problem for generalized seven-diagonal matrix: give three characteristic pairs and a matrix, get a generalized Jacobi ...

Mike & Nick walk through some calendar & diagonal spread examples in MSFT and other ticker symbols. The team tackles many questions from the YouTube chat related to managing risk, finding new trades, ...

Now we define a new class called `Diag`, this class receive a container that can be the parameter of `std::data`, e.g `std::vector`, `std::initializer_list`. This ...

Transforming an old, neglected property into a livable home is such a satisfying process, especially if you do the work yourself. However, this doesn't mean you won't meet countless challenges. One ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...

In this video, Nick and Mikey talk about their favorite earnings strategy, the diagonal spread. They then give a quick update on the stock market, focusing on the S&P 500 futures and other indicators.

Hello, I made a small change to the code: 1: In StateHelper::EKFUpdate() function the matrix operation related to the covariance matrix, use the float data type instead of the double type. 1: Why the ...