Main Content
(I built this page for my own use although others are welcome to make use of it if they desire. There are only broad categories and no sorting within a category. So use it if you'd like but I make no apologies for its scattered nature.)
Contents
- Mathematics
- Physics
- Precision Time/Frequency
- Amateur Radio
- Electrical Engineering
- Electronic Resources
- Vendors
- Finance Mathematics
- Computers; Hardware/Software
- Programming Resources
- News/Opinion
- Chess
- Options Trading
- Miscellaneous
Mathematics
- Differential Forms
- Differential Forms and Integration - Terence Tao
- Introduction to differential forms; Donu Arapura; May 6, 2016
- Intro to Differential Forms(YouTube Part 1 of 47)
- Steven J. Weintraub, Lehigh Univ., (Differential Forms and other mathematics topics)
- CS 177: Discrete Differential Geometry; CALTECH; (see Course Notes)
- A Quick and Dirty Introduction to Exterior Calculus — Part I: Vectors and 1-Forms; Parts 2-5 Follow
- Measure Theory/Lebesgue Integration
- An introduction to measure theory- Terence Tao
- Measure Theory Made Ridiculously Simple; Justin Silverman, 26 Jun, 2017
- A Measure Theory Tutorial (Measure Theory For Dummies); Maya Gupta, Dept. EE, U of Washington
- Probability measures, L´evy measures and analyticity in time - OLE E. BARNDORFF-NIELSEN and FRIEDRICH HUBALEK
- Lecture Notes: Functional Analysis; R. van Hassel
- Course in Measure Theory plus Other Advanced Mathematics Courses
- Miscellaneous
- Mathematics Exchange
- MARTINDALE'S CALCULATORS ON-LINE CENTER - general huge resource
- Paul's Online Notes - good reference for engineering and science college math
- The Unapologetic Mathematician
- Philosophical Math (Interesting Integrals)
- Proof Wiki
- Green's Functions
- An extension of Lobachevsky formula; Hassan Jolany; 13 Sep 2017
- X-ray Crystallography and the Fourier Transform
- MacTutor History of Mathematics archive
- YouTube Lectures on Real Analysis - Francis Su, Harvey Mudd College, 2010
- Math 804: Applied Complex Variable and Asymptotics I; Ohio State Univ.
- Book: Asymptotics and Borel Summability; Costin
- A First Course in Complex Analysis;Beck, Marchesi, Pixton, and Sabalka; 2012
- Functions of a complex variable; Slide set for course; Oxford Univ.
- Functions of a Complex Variable - Residue Calculus; Oxford Univ.
- Mathematics 39 - Complex Variables - Furman Univ - Prof. Dan Sloughter
- Analytic Continuation (mathpages.com)
- A Generalization of the Residue Formula; isolated essential singularities along the contour of integration; RICARDO ESTRADA
- Distributional Boundary Values of H Harmonic and Analytic Functions; R. ESTRADA* AND R. P. KANWAL1982
- Special Functions and Their Symmetries; Vadim Kuznetsov, 2003 (interesting)
- The Hankel representation of Γ(z); Dr S.T.C. Siklos
- Statistics
- Virtual Laboratories in Probability and Statistics
- Confidence Levels (From CERN)
- Statistical methods in Data Analysis; Dr. Vuko Brigljević; CERN
- Notes on Law of Iterated Expectations; Cyrus Samii; NYU
- The R Project for Statistical Computing
- Properties of Lognormal Distribution; John Hull
- Bayesian Forecasting of Stock Prices Via the Ohlson Model
- An Introduction to MCMC methods and Bayesian Statistics; University of Bristol
- Generating Samples from Probability Distributions
- Numerical Analysis
- Computational Matrix Analysis
- Clare Parnell's Course in Numerical Analysis (U. of St. Andrews)
- Calculation of Gauss Quadrature Rules
- NOTE ON A CONSTRUCTION OF WEIGHTS IN GAUSS-TYPE QUADRATURE RULE
- Computation of Gauss Quadrature Rules Involving Some Nonclassical Weight Functions
- Standard and Non-standard Quadratures of Gaussian Type
- A Nonlinear Optimization Procedure for Generalized Gaussian Quadratures
- Algorithm xxx — ORTHPOL: A package of routines for generating orthogonal polynomials and Gauss-type quadrature rules
- Numerical Integration of Functions with Endpoint Singularities and/or Complex Poles in 3D Galerkin Boundary Element Methods
- Evaluation of an Integral Arising in Numerical Integration Near a Logarithmic Singularity
- Numerical Integration (near singularities)
- Efficient Numerical Computation of Singular Integrals with Applications to Electromagnetics
- Numerical Integration Rules for Functions With Boundary Singularities
- Evaluating Singular and Nearly Singular Integrals Numerically
- Integration: Gauss Quadrature
- Numerical Integration of Functions With Logarithmic End Point Singularity
- Numerical Integraton - Overview
- Introduction to Complex Analysis - Isolated Singularities and Laurent Series
- Complex integration. Complex and real line integrals, ..., Complex Green's Theorem
- Chebyshev-Gauss Quadrature - Wolfram Mathworld
- The CMA Evolution Strategy: A Tutorial
- fr.inria.optimization.cmaes.CMAEvolutionStrategy
- Covariance Matrix Adaptation Evolution Strategy (CMA-ES) (ppt)
- Computation of Gauss-type quadrature formulas
- Fast integration of rapidly oscillatory functions - David Levin
- Pad´e and Hermite-Pad´e approximation and orthogonality; Walter Van Assche; 1 September 2006
- Unconstrained Optimization
- An Introduction to the Conjugate Gradient Method Without the Agonizing Pain; Jonathan Shewchuk, ref="#ToTop">To TopCarnegie Mellon University
- The Levenberg-Marquardt Algorithm; Ananth Ranganathan; 8th June 2004
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters; Donald W. Marquardt
- The Levenberg-Marquardt method for nonlinear least squares curve-fitting problems; Henri P. Gavin; Duke University; October 9, 2013
- METHODS FOR NON-LINEAR LEAST SQUARES PROBLEMS;K. Madsen, H.B. Nielsen, O. Tingleff;2nd Edition, April 2004
- Nonlinear Least Squares; Ying Xiong; School of Engineering and Applied Sciences, Harvard University; January 30th, 2014
- Line Search Methods
- Wolfe Conditions: Line Search Methods
- Wolfe Conditions: Line Search Methods; Maria Cameron
- The Wolfe Conditions; Mark S. Gockenbach
- Understanding the Wolfe Conditions for an Inexact line search; StackExchange
- Introduction to Nonlinear Optimization; Paul J. Atzberger
- Linesearch methods for unconstrained optimization; Nick Gould (RAL)
- Understanding the Wolfe Conditions for an Inexact line search; StackExchange
- Iterative Methods for Optimization; CT Kelley; North Carolina State University
- Line Search Methods for Unconstrained Optimisation; Dr Raphael Hauser; Oxford
- Line Search Methods; WOLFRAM LANGUAGE TUTORIAL
- Noether's Theorem
- Noether's Theorem (intro)
- The Noether Theorem; Columbia Univ. G4003 - Advanced Mechanics
- A short review on Noether’s theorems, gauge symmetries and boundary terms; Max Ba˜nados and Ignacio Reyes; June 20, 2016
- Noether’s Theorem; USCD; Physics 110a
- the Noether Theorems (book); Invariance and Conservation Laws in the 20th Century; Yvette Kosmann-Schwarzbach
- Noether's Theorem: Its Explanation and Proof
- Noether's Theorem for Fields
- Noether's Theorem and Quantized Parameters
Physics
- The Feynman Lectures on Physics
- Cosmic Variance
- SCOAP: Open Source Physics Papers; Physics Letters B; Nuclear Physics B, etc.
- David Tong: Lectures on Theoretical Physics (Very good!)
- The Large Hadron Collider - CERN
- The Early Universe; MIT OpenCourseWare; Alan Guth
- ALEX MALONEY; Associate Professor of Physics & William Dawson Scholar; McGill University; Several Excellent Courses in Quantum Mechanics and QFT
- Sean Carroll's Blog
- Of Particular Significance
- Bad Astronomy
- SyfyWire (Bad Astronomy moved here)
- Astronomy Picture of the Day
- How To Build Your Own Particle Detector
- Physics Today
- American Physical Society
- Thayer Watkins Website; San José State University; Many Interesting Topics in Physics and Mathematics
- Shankar Principles of Quantum Mechanics Solutions
- Quantum Mechanics for Scientists and Engineers; Unitary and Hermitian operators; David Miller, Stanford University
- Quantum Mechanics for Scientists and Engineers; Unitary and Hermitian operators; David Miller, Stanford University; Presentation Viewgraphs
- Quantum Field Theory
- A Practical Introduction to Quantum Field Theory
- Quantum Field Theory for the Gifted Amateur - Problems/Solutions
- David Tong: Lectures on Quantum Field Theory
- Notes from Sidney Coleman's Physics 253a
- Physics 253: Quantum Field Theory Lectures by Sidney R. Coleman (video - poor quality)
- Quantizing Fields
- Path Integrals in Quantim Mechanics
- Advanced QM
- Classical Mechanics
- Vectorial Mechanics, Milne; In public domain
- The Levi-Civita tensor
- Levi-Civita symbol - Wikipedia Article
- Ball Rolling on a Rotating Turntable
- Ball Rolling on a Turntable in Various Configurations
- A Ball Rolling on a Freely Spinning Turntable
- Graduate Classical Mechanics - Lecture Notes by Michael Fowler, UVa.
- Hamilton's Principle and Noether's Theorem
- Gauge Theory
- Historical Hurricane Tracks (by location)
- National Center for Science Education
- MIT Open Courseware
- Digital University - Topics In Quantum Mechanics
- PHYSICS 551: Quantum Mechanics (Fall 2012); McGill U., Alexander Maloney
- Natural Units and the Scales of Fundamental Physics; RL Jaffe, 2007, MIT
- PHYS 6210 - Quantum Mechanics, Utah State, Prof. Charles G. Torre (uses Sakurai as text)
- Quantum Mechanics;Oxford U, J.J. Binney;ITunes
- Path Integrals in Quantum Mechanics; Dennis V. Perepelitsa; MIT Dept. of Physics
- Expanding Confusion: common misconceptions of cosmological horizons and the superluminal expansion of the universe; Tamara M. Davis; Charles H. Lineweaver; University of New South Wales, Sydney, Australia, 2052; 13 Nov 2003
- A No-Nonsense Introduction to General Relativity; Sean Carroll, 2001
- Introduction to Tensor Calculus for General Relativity; MIT Physics 8.962
- INTRODUCTION TO GENERAL RELATIVITY; Gerard ’t Hooft; Utrecht University
- Lecture Notes on General Relativity; Columbia University; 2013
- Physics Pages: Zee: Einstein Gravity in a Nutshell
- Problem Book in Relativity and Gravitation; Lightman, Press, Price, Teukolsky
- Lecture Notes on General Relativity; Sean M. Carroll; 1997
- General Relativity and Gravitational Waves; Prof. Hendry, University of Glasgow, October 2012
- eLISA - evolved Laser Interferometer Space Antenna
- Foucault Pendulum - School of Physics, University of New South Wales, AU
- Helmholtz’s theorem for vector functions; Peter Young
- Searching for Meaning, Alan Lightman, PBS
Precision Time/Frequency Sources
- NIST
- Accurate Frequency Measurements with your WSPR Setup; Joe Taylor, K1JT
- Time-nuts
- Time-nuts Mailing List Archive
- N8UR - Time and Frequency Measurement
- KO4BB - Obtaining a Precision Frequency Reference for the Hobbyist
- KO4BB Wiki Home Page
- G3RUH - Simple GPSDO's
- Trimble Thunderbolt
- FEI Communications FE-5680A
Amateur Radio
- ARRL
- RSGB
- DXSummit
- Elecraft
- Logbook of the World (LOTW)
- QRZ.com
- QSL.net Propagation
- Announced DX Operations
- DX-World,net
- Club Log (DX Resource)
- WA7BNM Contest Calendar
- Reverse Beacon Network
- Solar Terrestrial Dispatch
- SpaceWeather.com
- SPACE WEATHER PREDICTION CENTER, (NOAA)
- VOACAP Online
- VOACAP Online Coverage Maps
- ViewProp manual/info/download
- DXMAPS 2.6 - QSO/SWL real time maps
- W9CF - antennas and electronics
- HDSDR - High Definition Software Defined Radio
- HDSDR/SDRPlay RSP How to Guide: Version 2.26.2016
- Installing and using HDSDR
- MY SDR & CW SKIMMER SETUP
- IC-7610 with HDSDR and CW Skimmer IQ Streams
- Preparations for using the IC-7610 with the HDSDR application
- VB-CABLE Virtual Audio Device
- Reflections III, Walter Maxwell (pdf)
- Conjugate Match Myths; S.D. Stearns, K6OIK
- A Review of Impedance Matching Techniques in Power Line Communications; Bingting Wang 1,2 and Ziping Cao
- Python scikit-rf; Working with Complex Characteristic Impedance
- G3RUH
- Waller Flag Antenna
- DJ0IP; Antennas, Feedlines, etc.,etc., Rick Westerman
- Getting the Most Out of Your T-Network Antenna Tuner; Andrew S. Griffith, W4ULD; QST, January, 1995
- AutoEZ v.2 (by AC6LA) User Guide
- Amateur Radio (G3TXQ) - Tuner Balun: 4:1 or 1:1 ?
- Measuring HF Balun Performance
- Amateur Radio (G3TXQ) - Common-mode chokes
- Common Mode Chokes; Serge Stroobandt, ON4AA
- Current Balun HF Choking Impedance; Bill Ncham, youtube
- NEC (4nec2) based antenna modeler and optimizer
- Sherwood Engineering Receiver Test Data
- Rob Sherwood's Home page
- Understanding and Eliminating RF Interference; Jim Brown, K9YC
- How to Choose Ferrite Components for EMI Suppression; Fair-Rite Products Corp., Walkill, NY
- Specifying a Ferrite for EMI Suppression; by Carole U. Parker, Fair-Rite Product
- Lodestone Pacific; Source of wholesale ferrites
- Locating Power Line Noise; Ed Hare, W1RFI
- A Smarter Approach to Resolving Power-Line Noise; Mike Martin, RFI Services; Riley Hollingsworth, FCC; and Jody Boucher, Northeast Utilities; September 1, 2004
- The Xtal Set Society, aka Midnight Science; source of ultrasonic receiver; parabolic mike
- Digital Modes
- WSPR
Electrical Engineering
- Analytic Signal
- Complex Signals
- What is an Analytic Signal?
- Generating Complex Baseband and Analytic Bandpass Signals; Rick Lyons; November 2, 2011
- Digital Receivers and Transmitters Using Polyphase Filter Banks for Wireless Communications; Fredric J. Harris, Chris Dick, Michael Rice; IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 51, NO. 4, APRIL 2003
- Analytic signal, Hilbert Transform and FFT
- Analytic Signal Generation-Tips and Traps ;Andrew Reilly, Gordon Frazer, and Boualem Boashash
- Sampling Issues
- Taking the Mystery out of the Infamous Formula, "SNR = 6.02N + 1.76dB," and Why You Should Care
- Spectra of Quantized Signals; W. R. BENNETT, Bell Laboratories; Bell System Technical Journal, Vol. 27,, July 1948, pp. 446-471
- The Shannon Sampling Theorem and Its Implications
- Communication in the Presence of Noise; Claude Shannon, PROCEEDINGS OF THE I.R.E.; 1940
- Certain Topics in Telegraph Transmission Theory, H. Nyquist Classic Paper, 1928
- Signal Processing
- Hilbert Transform
- Circuit Design
- A Designer's Guide to Innovative Linear Circuits; Jim Williams
- LTspice Wiki
- LTspice - Analog Devices (download)
- LTspice Tutorial, Terry Sturtevant
- Getting Started with LTspice, sparkfun
- Transfer function and the Laplace transformation; A. La Rosa
- Frequency and Magnitude Scaling in Analog Circuits
- Frequency and Magnitude Scaling in Analog Circuits; Prof. Randy Geiger
- Scaling in Circuit Analysis; Indraprastha Inst. of Info. Tech.
- Scaling and Transformation; Dr. M. Shiple
- FREQUENCY RESPONSE / NORMALISATION AND FILTER CIRCUITS;
- S-Parameter Techniques for Faster, More Accurate Network Design
- Two Port Networks; Electronics and Circuit Analysis using MATLAB; John Okyere Attia
- Two Port Network With MATLAB; YouTube
- Two-Port Networks
- Terminated Two-Port Circuits
- Circuit Principles; Ruye Wang, Engineering Department, Harvey Maudd College
- Antenna Analysis and Design
- 4nec2, NEC based antenna modeler and optimizer by Arie Voors
- Antenna Analysis Software (incl. AutoEZ) from Dan Maguire, AC6LA
- EZNEC Antenna Software by W7EL
- W4RNL Antenna Documents; L.B. Cebik (SK)
- Transmission Lines in the Frequency Domain; A. M. Niknejad, U.C. Berkeley, August 30, 2017
- Revisiting the Smith Chart
- Basics of Smith Charts; Alan Wolke – W2AEW
- Antenna Tuners, Impedance Matching, and SWR; By AD5GG
- Practical Estimation of Losses in Tee Network Antenna Tuning Units
- Direct Calculation of Tuner Losses, Dave Birnbaum, K2LYV
- Estimating T-network losses at 80 and 160 meters; Kevin Schmidt, W9CF
- Antenna Current Optimization using MATLAB and CVX; Mats Gustafsson, et.al.
- S-Parameter Techniques - HP Application Note 95-1; Hewlett Packard
- Understanding VSWR and Return Loss; Paul Denisowski, Rohde & Schwarz
- Understanding S-parameters; Paul Denisowski, Rohde & Schwarz
- Reflection Coefficient; Wikipedia
- Scattering Parameters; Wikipedia
- Transmission Lines in the Sinusoidal Steady State; MIT 6.013 14.5
- Reflection Coefficient Representation of Transmission Lines; MIT 6.013 14.6
- Circuit Principles incl. Two-Port Networks; Ruye Wang
- NanoVNA Saver - Part 1; Ohan Smit
- Getting Started with the NanoVNA-Part 3 – VNA Saver (PC)
- W0QE - VNAs, Smith Charts, Antennas, Feed Lines, Antenna Tuners
- About NanoVNA
- QucsStudio;a free and powerful circuit simulator; Michael Margraf, DD6UM
Electronics Resources
- Electronic Products Magazine
- Heat Dissipation
- IC Package Types
- LTSpice - Linear Technology's Circuit Simulator
- CadSoft - Eagle PCB Design Software
- Digiview Logic Analyzers
- Rigol Oscilloscopes
- Circuit Exchange International
- Fritzing - free pcb fab tool
- DiscoverCircuits.com - circuit source
- seeed - open hardware facilitator
- Microchip PIC Microcontrollers
- DIY Supplies
Vendors
- Find Chips
- Microchip
- Data Sheet Archive
- Mouser Electronics
- Digi-Key
- Newark Electronics
- Allied Electronics
- JameCo
- ALL Electronics
- MCM Electronics
- Electronic Surplus
- The Wireman (Antenna parts)
- Futurlec
- Avnet
- Tindie - DIY products
- Dan's Small Parts and Kits
- Fair-Rite Products Corp. - Ferrite materials
- Amidon
- Palomar Engineers -Ferrites, etc.
- DX Engineering
- Balun Designs
- Surplus Sales of Nebraska
- Elecraft
- QRP Labs
- Ham Radio Outlet
- Pololu - Robotics and Electronics
- Sparkfun
- SchmartBoard
- Adafruit Industries- interesting prototyping products
- MicroController Pros Corporation
- ProtoAdvantage - adapter boards
- ChipQuik Soldering Products
- Temperature Markers for PCB Reflow
- OharaRP PCB Stencils
- Newhaven Displays
- Make Magazine
- Par-Metal Custom Enclosures
- Smolex: Pin Header & Female Header connectors Manufacturer
- Waytek Inc., Electrical Wiring Supplies
- Winford (e.g. high density computer cables)
- Bulk Wire & Cable
- PCB Fabrication
Finance Mathematics
- The Volatility Smile and Its Implied Tree
- Measuring Historical Volatility; Miguel A. Gil, Colin Bennet, Feb, 2012
- Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices; Dennis Yang, Qiang Zhang; 2000
- The Sampling Properties of Volatility Cones; Hodges and Tompkins;
- Bollerslev's papers
- ARCH Modeling in Finance - Bollerslev
- GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY;Bollerslev, May 1985
- Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE IN DYNAMIC MODELS WITH TIME-VARYING COVARIANCES; Bollerslev, Wooldridge
- Volatility Forecasting I: GARCH Models
- LIKELIHOOD METHODS IN FINANCIAL ECONOMETRICS; Economic Research Southern Africa; University of Stellenbosch, April 2009
- Maximum Likelihood; Simon Jackman; Department of Political Science; Stanford University; March 14, 2006
- Estimation inference in nonlinear structural models; Berndt, Hall, Hall, and Hausman (BHHH); 1974
- Discrete Choice Methods with Simulation. Chapter 8; Numerical Maximization; Train, 2009
- MAXIMIZATION OF THE LIKELIHOOD FUNCTION IN FINANCIAL TIME SERIES MODELS; Arnerić, Babić, Škrabić;
- A Comparison of Volatility Models-Does Anything Beat a GARCH(1,1)?
- GARCH Models; University of Washington
- ASYMPTOTIC THEORY FOR THE GARCH(1 ,1) QUASI-MAXIMUM LIKELIHOOD ESTIMATOR; lee, Hanson, 1994
- Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods; Fan, Qi, Xiu, 2014
- Least squares estimation for GARCH(1,1) model with heavy tailed errors
- GARCH processes: structure and estimation, Berkes, Horvath, Kokoszka; 2003
- Whittle estimation in a heavy-tailed GARCH(1,1) model, Mikosch, Straumann, 2002
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks; GLOSTEN et. al., 1993
- Robust M-Estimation of Multivariate GARCH Models;Kris Boudt, Christophe Croux
- A Closed-Form Asymptotic Variance-Covariance Matrix for the Quasi-Maximum Likelihood Estimator of the Garch(1,1) Model; Jun Ma, 2008
- THEORETICAL AND EMPIRICAL PROPERTIES OF DYNAMIC CONDITIONAL CORRELATION MULTIVARIATE GARCH; Engle, Sheppard, 2001
- Maximum likelihood estimate of parameters (GARCH)
- E$ciency comparisons of maximum-likelihood based estimators in GARCH models; GonzaHlez-Rivera, Drost; 1995
- John Hull's Website
- Nelder-Mead algorithm
- Filtering Historical Simulation-Backtest Analysis
- Forecasting Value at Risk with Historical and Filtered Historical Simulation Methods
- The Hidden Dangers of Historical Simulation
- Pitfalls in Backtesting Historical Simulation VaR Models
- Learning with Maximum Likelihood
- Stochastic Volatility for Levy Processes
- Kazu Matsuda's Papers ***
- Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors; Barber, Odean; 2000
- Risk and Volatility: Econometric Models and Financial Proctice; Robert Engle, Nobel Lecture, December 8, 2003
- Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation; Robert F. Engle, 1982
- GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics
- Using the GARCH Toolbox (GARCH tutorial)
- Using GARCH to Model Financial Time Series
- GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; Bollerslev, 1986 (Original paper describing GARCH)
- ARCH modeling in finance-A review of the theory and empirical evidence; Bollerslev, Chou, Kroner; 1992
- RISK AND VOLATILITY: ECONOMETRIC MODELS AND FINANCIAL PRACTICE - Nobel Lecture, December 8, 2003; Robert F. Engle III
- Static Parameter Estimation for the GARCH model; July 2013
- Concerning the Sample Standard Deviation; Stanley L. Sclove; University of Illinois at Chicago
- The APARCH Model
- A practical guide to volatility forecasting through calm and storm; Brownlees, Engle, Kelly; 2011/2012
- Modeling of Market Volatility with APARCH Model; Ding Ding; 2011
- FORECASTING VOLATILITY; Figlewski; 2004
- Parameter Estimation of ARMA Models with GARCH/APARCH Errors An R and SPlus Software Implementation; Diethelm Wurtz,Yohan Chalabi, Ladislav Luksan; (DRAFT)
- GARCH Models Structure, Statistical Inference and Financial Applications; Francq, Zako¨ıan; 2010
- GARCH – Modelling, Theoretical Survey, Model Implementation and Robustness Analysis; Lars Karlsson
- LEARNING AND CONDITIONAL HETEROSCEDASTICITY IN ASSET RETURNS; Mizrach; 2011
- Fisher Matrix for Beginners; D. Wittman; Physics Department, University of California, Davis, CA 95616
- Information Matrix; Jay I. Myung & Daniel J. Navarro; Department of Psychology; Ohio State University
- A Tutorial on Fisher Information; Alexander Ly, Josine Verhagen, Raoul Grasman, and Eric-Jan Wagenmakers; University of Amsterdam
- Stock Price Modelling
- Option Pricing
- The Constant Elasticity of Variance Option Pricing Model, Randal, April 1998
- The Constant Elasticity of Variance Model: A Useful Alternative to Black-Scholes?, Randal, August 2001
- Options Markets - Cox, Rubinstein, 1985
- Option Pricing Articles by J.C.Duan
- Option Valuation Using the Fast Fourier Transform, Carr and Madan, March 1999
- An Approximation for the Noncentral Chi-Squared Distribution
- Pricing options with the SABR Model
- Filtering Derivative Security Valuations from Market Prices - Elliot, Lahaie, Madan
- Trading on the Information Content of Open Interest: Evidence from the US Equity Options Market
- Investment Portfolio Strategies Based On Options Market Activity
- Generalized Method of Moments Estimation, Lars Peter Hansen
- Large Sample Properties of Generalized Method of Moments Estimators, Lars Peter Hansen
- Hypothesis Testing With Efficient Method of Moments Estimation, Newey and West
- Generalized Method of Moments (GMM) Estimation; Heino Bohn Nielsen
- Generalized Method of Moments; Cornell Econ 620
- Generalized Method of Moments; Washington.edu, Econ 583
- Teaching notes on GMM; Bent E. Sorensen, January 23, 2007
- A Short Introduction to the Generalized Method of Moments Estimation
- GMM-Generalized Method of Moments (slides, w/examples - good!)
- Generalized Method of Moment (GMM) Estimator - Hisayuki Yoshimoto - readable w/examples
- Informational Content of Trading Volume and Open Interest - An Empirical Study of Stock Option Market in India
- More Notes for Least Squares; Orlaith Burke, Michaelmas Term, 2010; University of Oxford
- The Returns and Risk of Alternative Call Option Portfolio Investment Strategies; Merton, Scholes, Gladstein
- Lecture Notes on Advanced Econometrics - GLS, WLS, and FGLS; Takashi Yamano
- Estimation without E(εε'|X) = sigma^2 I; C. Flinn, NYU
- Notes on Robust Standard Errors for OLS Estimators; C. Flinn, NYU
- Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?; NICOLAS P. B. BOLLEN and ROBERT E. WHALEY
- Lecture 9: Logit/Probit; Prof. Sharyn O'Halloran, Columbia Univ.
- Lecture Notes On Binary Choice Models: Logit and Probit; Thomas B. Fomby, SMU, March, 2010
- ProbitT Regressions; A. Joseph Guse, Washington and Lee Univ.
- AN INVESTIGATION INTO THE SMALL SAMPLE PROPERTIES OF COVARIANCE MATRIX AND PRE-TEST ESTIMATORS FOR THE PROBIT MODEL; William E. Griffiths, R. Carter Hill* and Peter J. Pope, LSU
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects; WILLIAM GREENE, NYU, December 2002
- Discrete Choice Modeling; William Greene, NYU (short course)
- Chapter 20: Generalized Method of Moments Estimators and Identification
- Chapter 21: Maximum Likelihood Estimation
- Weighted Least Squares - Regression Analysis Tutorial - Berkeley
- Regression Analysis Tutorial - Berkeley
- Heteroskedasticity and Weighted Least Squares; Walter Sosa-Escudero, 2009
- Statistics 191: Weighted Least Squares, Transformations; Jonathan Taylor, Stanford 2009
- Statistics 191: Correlated Errors, Whitening; Jonathan Taylor, Stanford, 2009
- Statistics 191: Diagnostics & Influence; Jonathan Taylor, Stanford, 2009
- Statistics 191: Qualitative Variables; Jonathan Taylor, Stanford, 2009
- Statistics 191: Simple Linear Regression; Jonathan Taylor, Stanford, 2009
- Statistics 191: Multiple Linear Regression; Jonathan Taylor, Stanford 2009
- Statistics 191: Logistic regression; Jonathan Taylor, Stanford 2009
- Statistics 191: Model selection; Jonathan Taylor, Stanford 2009
- GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts; David Ardia, Lennart Hoogerheide, 2013
- Econometrics for Sustainable Development II; Sharyn O'Halloran; (Good slide presentation of OLS theory.)
- 2005 ICPSR Summer Program, REGRESSION III: ADVANCED METHODS
- The Information in Option Volume for Future Stock Prices; Jun Pan, Allen M. Poteshman, February 17, 2006
- On the Use of Implied Stock Volatilities in the Prediction of Successful Corporate Takeovers; Varone-Adesi,, Brown, Harlow;1994
- Stock Market Forecasting Using Hidden Markov Model: A New Approach; Hassan and Nath; 2005
- A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition; LAWRENCE R. RABINER, 1988
- Why do options prices predict stock returns?; Driessen, Tse-Chun Lin, Xiaolong Lu
- Option Volume and Stock Prices: Evidence on Where Informed Traders Trade; Easley, O'Hara, and Srinivas; 1998
- Embedded Leverage;Frazzini and Pedersen*; 2012
- Inferring Trade Direction from Intraday Data; Lee and Ready; 1991
- Panel Data Analysis; Josef Brüderl; 2005
- Introduction to Regression Models for Panel Data Analysis; Patricia A. McManus; 2011
- Introduction to Time Series Analysis. An Innovations Approach(see lecture 10); Peter Bartlett; Berkeley Stat 153
- Implied Volatility Correlations, Short Run Option Trading Strategies; Engle, Figlewski, Nashikkar; NYU 2007
- Video for previous slide presentation; Engle; Implied Volatility Correlations; Derivatives Research Conference, NYU, 2007
- Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon; Dennis, Mayhew, Stivers; 2006
- Modeling the Dynamics of Correlations among Implied Volatilities; Engle, Figlewski; NYU, 2012
- Option pricing using EGARCH models; Christian Schmitt; 1996
- Lecture 1: Stochastic Volatility and Local Volatility; Jim Gatheral, Merrill Lynch
- Derivation of Local Volatility; Fabrice Douglas Rouah
- Jump Diffusion Models
- Introduction to Merton Jump Diffusion Model, Matsuda, December 2004
- Introduction to Option Pricing with Fourier Transform: Option Pricing with Exponential Levy Models, Matsuda, December 2004
- Calibration of Jump-Diffusion Option-Pricing Models: A Robust Non-Parametric Approach, Cont and Tankov, September 2002
- The Valuation of Options for Alternative Stochastic Processes, Cox and Ross, 1976
- General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns
- The Variance Gamma Process and Option Pricing; Madan et. al.
- Order Flow, Transaction Clock, and Normality of Asset Returns - Ane and Geman
- Pure Jump Levy Processes for Asset Price Modelling - Geman
- The Variance-Gamma Process for Option Pricing, Filippo Fiorani
- Option Pricing Under the Variance Gamma Process; Filo Fiorani; April 2004
- Highly accurate evaluation of European and American options under the Variance Gamma process
- The Variance Gamma Model for Share Market Returns - Madan and Senata
- Option Pricing With V.G. Martingale Components - Milne and Madan
- Pricing of European, Bermudan and American Options under the Exponential Variance Gamma Process, Alan Whitley, University of Oxford, July 2, 2009
- A Simple Option Formula For General Jump-Diffusion and Other Exponential Levy Processes; Alan L. Lewis; August, 2001
- Revisiting the Variance Gamma Model; Óscar G. Arnaiz; January 2004
- Variance Gamma Model, Safe Khampol, University of Edinburgh
- State Space Calculations for two-sided EPT Densities with Financial Modelling Applications; Conor Sexton, Bernard Hanzon; June, 2012
- A generalization of generalized beta distributions (confluent hypergeometric function of two variables); Michael B. Gordy, April 8, 1998
Computers; Software/Hardware
- Failure Trends in a Large Disk Drive Population; Eduardo Pinheiro, Wolf-Dietrich Weber and Luiz Andre Barroso; Google Inc.
- Windows Reinstallation Guide and Related Software Guides; Philip Yip
- Windows Crash Dump Analysis
- Amazon Glacier - low-cost storage service for data archiving and online backup
- Home Network Security
- Introduction to Maxima (Macsyma)
- Windows Sysinternals
- Intel Product Specifications
- How to Migrate From an Old NAS to a New One Overnight with rsync
Programming Resources
- Java Developers - Oracle
- Apache Commons - reusable Java components
- JavaNumerics
- JBLAS - Linear Algebra for Java
- JAMA - A Java Matrix Package
- JFreeChart / JCommon
- JSC (Java) Statistics Library
- JUnit - Testing API
- Colt High Performance Scientific and Technical Computing in Java
- Michael Thomas Flanagan's Java Scientific Library
- Getting Daily Option Data from Google
- Yahoo! Query Language FAQ
- Getting Started with LaTeX; David R. Wilkins
- MathJax - Resource to embed math symbols into web source
- Earnings Calendar - Briefing.com
- INTERACTIVE BROKERS TWS API TUTORIALS – ARRANGED BY PROGRAMMING LANGUAGE
- NirSoft - Many Useful Utilities
- Installing vSphere Hypervisor
- Convert your existing Windows System into a Virtual Machine
- How To Install Windows 7 on a Virtual Machine with VirtualBox by Britec
- VirtualBox and Windows 7 x64 Install
- Scenic View (for Java FX)
- Charles - Web Debugging Proxy Application
- GitHub - Software Development Platform
- Downloading Code From GitHub
Python
- TensorFlow - Open Source Machine Learning
- The Python Tutorial (good reference)
- Getting Started With Python IDLE; Michael Neary
- Framework for Everyone
- Machine learning in Python
- Python - Official Website
- Learning Python - Tutorial
- Working With JSON Data in Python; Lucas Lofaro
- Working With JSON Data in Python - GeeksforGeeks
- Convert JSON to CSV in Python
- NumPy - Package for scientific computing with Python
- Pandas - Python Data Analysis Library
- Matplotlib - Python 2D plotting library
- Matplotlib tutorial
- Numpy tutorial
- 100 numpy exercises
- How to Learn Pandas - Read this first if you are new to Pandas
- Official Pandas Documentation - Apr. 12, 2021
- Pandas - Intro to pandas data structures
- Pandas - Working with DataFrames
- Kaggle - source for test data
- Virtualenv
- Jupyter Home Page
- Jupyter File Locations
- upload folder to Jupyter Notebook
- How to download a Jupyter Notebook from GitHub?
- Anaconda Documentation
- Anaconda Individual Edition
- Anaconda Cloud - Anaconda Documentation
Machine Learning
- Tensorflow Tutorials (w/Keras)
- Installing TensorFlow, Keras, and Python in Windows
- Course on the Application of Deep Neural Networks
- Deep Learning; MIT Press, Goodfellow,Bengio, Courville
- Machine Learning course and resources
- Recurrent Neural Networks in Python: Keras and TensorFlow for Time Series Analysis
- Keras Documentation
- Keras Explained
- Integrating Keras & TensorFlow: The Keras workflow, expanded
- Crestle.com - access to gpus
- Neural networks for algorithmic trading. Correct time series forecasting + backtesting
Chess
News and Opinion
- New York Times
- Washington Post
- The Boston Globe
- McClatchy
- Five Thirty Eight
- Reuters
- BBC
- CNN
- Financial Times
- Newark Star-Ledger
- Inside Climate News
- The Los Angeles Times
- Mother Jones
- The Guardian (UK)
- Huffington Post
- Main Justice- Politics, Policy and the Law
- Washington Post WonkBlog
- Washington Post - The Fix
- The Atlantic
- The Nation
- The New Republic
- Politico
- Talking Points Memo
- Salon
- SCOTUSblog
- Slate
- TruthDig
- ThinkProgress
- The Daily Beast
- Daily Kos
- The Caucus (NYT)
- Bloggingheads TV
- MediaMatters
- Foreign Affairs
- National Review
- E. J. Dionne Jr.
- OpenSecrets.org
- Vox
- Richard Carrier Blog
- Optionistics - IV historical graphs
- Historical Equity Quotes (Stooq)
- thinkorswim - thinkMoney
- OIC - The Options Industry Council
- Optionslam.com
- VIX Central
- NuclearPhynance - Mathematical Oriented Blog on Trading
- IVolatility.com
- OptionsTradingIQ
- SteadyOptions.com
- 1Option
- Black-Scholes Online Calculator
- The Option Guru
- Stock Split History
- Godot Finance
- The VIX Futures Basis: Evidence and Trading Strategies; Simon, Campasano; April 16, 2013, UMASS
- Quandl - Open Data w/APIs (!!!)
- Six Figure Investing - Alternatives to Buy and Hold
- 2013 ETF/ETN List
- Using and Trading VIX Volatility Derivatives Futures Options ETF's and ETN's
- Terry's Tips for Stock Options Success
- Probability Calculator
- 'Touching' Probability Calculator
- Bloomberg Economic Calendar
- The Lazy Trader - A blog to discuss Options trading, Forex and Long Term Investing
- CBOE Livevol Data Shop - CBOE Index Chain Data for sale
Miscellaneous (Some Day I'll Clean This Up)
- Popular Dead Authors Books
- goodreads
- LibriVox - Free public domain audiobooks
- Big Think
- Sci-Hub Document Repository
- DeepDyve - document depository (subscription based)
- Gyroscope.com - gyroscopes, educational toys & gadgets
- Comedians in Cars Getting Coffee
- Global Drugs Online (Chuckie's medication)
- CIPA-Rx Verify Canadian Pharmacies
- Juicing Recipes
- More Juicing Recipes
- Assessing Russian Activities and Intentions in Recent US Elections”: The Analytic Process and Cyber Incident Attribution
- INDIVISIBLE: A Practical Guide For Resisting the Trump Agenda
- Evil Mad Scientist
- Eleventh Hour Rescue
- Life in Trump’s America Just Got Worse for Your Pet
- Horseshoe Curve Live WebCam
- La Plata, MO Live Webcam
- The Aviation Herald - aviation incidents
- Whistleblower complaint regarding President Trump and Ukraine
- Japanese air operations over New Guinea during the Second World War; Hiroyuki Shindo
- Junocam - Raw Images From The JUNO Probe to Jupiter