This is my first post on this forum!!!
I just finished building a new rig, and got CentOS installed after a long battle with my mobo. The darn thing kept refusing to wake up after a sleep/hibernate, and was a little flaky after a normal shutdown. I had to flush out these issues before i put any trust in the box, which ultimately led me to get frustrated, snap off one of my memory slot anchors in frustration, and flash the BIOS--always a lot of fun! It's an ASUS z97-pro (wifi) with a Pentium I7 processor. I'm going to download the Intel scientific libraries tomorrow
Anyway, I'm planning to run pricing models on said box, such as...
- Black-Scholes-Merton
- Euler Explicit
- Monte Carlo
- Binomial tree
..and algorithmically compare them to market prices.
I'm testing out different APIs right now for my data, including Interactive Brokers and Tradeking. Let me know if there's a specific data provider that you like. Lots of work ahead.
Anyway, I'm headed to the gym. Hope to talk with you all online!
Thanks!
Keith :^)