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Timeline

My development logbook

Objective-c: Autorelease

Adds the object to the current autorelease pool. This allows you to release your interest in an object without immediately causing the retain count to reach 0. When the autorelease pool is itself released, it sends the release message to every object it contains. This is most useful when you want to pass the object to another object as a return value and won’t have the opportunity to release the object later by yourself.

Erlang ‘Bang’ Operator

The basic operator for sending a message is !, pronounced bang,and it’s used in the form Destination ! Message.

  • from Erlang and OTP in Action

Statistical Arbitrage

A portfolio of Stocks is constructed by buying previous under-performing stocks, and short-selling previous outperforming stocks by the same dollar amount.

This quantitative equity market-neutral strategy is simple enough to yield analytically tractable expressions for its statistical properties, and realistic enough to illustrate many of the practical challenges of this particular part of the financial industry, which has come to be known as ‘statistical arbitrage’ or ‘statarba’