3 ms·
I would like to read details about the model -> production code that the IAP product uses. I've been developing an interest in statistical modeling and moving
by tom_b 13y ago
I would like to read details about the model -> production code that the IAP product uses.
I've been developing an interest in statistical modeling and moving those models to production code (and of course, quantitative finance is an "obvious" place where this happens). But I find, even in the statistical genomics world, that the default process still seems to be:
(1) specialized tools for data cleaning and initial crunching (maybe hadoop, maybe HPC clusters
(2) consumption of data from (1) in R or Stata/SAS for model generation
(3) only vague, research-y things where the model from (2) goes to production.
The vague part of (3) is probably just due to my simply not knowing what people are doing with the generated models in (2).
Specifically regarding quantitative finance, it would seem that trumpeting your implementation programming language would mainly be met with blank stares, Jane Street excepted . . .