I <3 Baseball

Posted: March 23rd, 2011 | Author: | Filed under: Uncategorized | No Comments »

It’s been 5 months since baseball. We are all a littler older, perhaps a little wiser, and I have finally gotten over the devastating defeat of the Phillies in the NLCS and then the subsequent heartbreak exacerbated by weeks of celebration outside my apartment on Valencia street in San Francisco. No really, I’m over it. I won’t go on about the excessive amount of PHILLIES PHEVER I have right now, but I will provide this chart of which team you should cheer for that made me giggle.

Speaking at the Wharton Global Alumni Forum

Posted: March 20th, 2011 | Author: | Filed under: Uncategorized | No Comments »

Exciting news! I have been asked to speak at the Wharton Global Alumni Forum in San Francisco June 23-24, 2011. I will be giving a talk titled Evaluating Social Search, in which I will discuss my experiences leading the evaluation of this new ranking feature.

The abstract:

Google has been hard at work integrating a social layer on top of search and its various properties, but not all social content is created equal. In this talk we discuss the re-launch of Social Search from a quality evaluation perspective. We briefly address the general quality evaluation framework, several difficulties introduced by social and other personalized content, and resolutions to several of these issues. Finally, we discuss a machine learning application within the Social Search launch, which matches Google profiles and third party profiles to increase coverage of this new and very successful ranking feature.

The full schedule for my session can be found here.

American Option Valuation Code

Posted: March 20th, 2011 | Author: | Filed under: Uncategorized | No Comments »

I finally added the American option valuation code from my Master’s Thesis. The python library provides call and put valuations as well as most greeks from the following papers/authors:

  1. An Approximate Formula For Pricing American Options. N. Ju and R. Zhong, Journal of Derivatives, 7, 2, 1999, p 31-40.
  2. The American Put Option and Its Critical Stock Price. David S. Bunch and Herb Johnson, Journal of Finance, Oct 2000, p 2333-2356.
  3. A New Analytical-Approximation Formula for the Optimal Exercise Boundary of American Put Options, S. P. Zhu, International Journal of Theoretical and Applied Finance, 9(7) 2006, p 1141-1177.

I wrote this code just after learning python so its readability is very poor and it is not object oriented. Not a high priority for me to go back and clean it up right now, but I had received a few random emails requesting the code, so I wanted to put it up. This code requires my Black-Scholes python library, which has Standard Black-Scholes Greeks. It also requires scipy for some numerical integration and optimization function calls. Hope you find it useful even with all these restrictions.

Filling the holes in my tech education

Posted: March 6th, 2011 | Author: | Filed under: Uncategorized | No Comments »

People, especially my mom, believe that I understand all tech because I work Google. This is false.¬†Other than writing code in python, R, and some C++ in graduate school (and one crappy, simple .html geocities site when I was 12), my “tech savviness” is pretty limited. When the printer is broken at work, I just wait and assume it will be fixed eventually. Maybe, if it’s urgent I’ll try turning the printer off and then back on again.

I’d like to change this, at least for certain areas. I’ve decided to beef up my knowledge in:

  1. Webpage design/UI with wordpress and other platforms (this post/site is a first step towards this goal)
  2. More generic web programming skills ie CSS, JSON
  3. Social web APIs: Twitter, Facebook, LinkedIn, etc.
  4. Mapreduce and hadoop for large scale data processing
  5. basic MySQL knowledge

Put more simply, if I had an amazing idea for a website/business, I should be able to prototype it in a few weekends or weeks. I’d also like to increase my online presence on sites like twitter and Quora and speak at several conferences.¬†Let me know if you think I’m missing anything!

Priya Pai

Posted: November 18th, 2010 | Author: | Filed under: Uncategorized | No Comments »

Wanted to send a quick shout out to one of my favorite people in the world: Priya Pai for putting up her very first website. Though you can read more about her on the site, she is not only a great friend, but a super impressive individual. Priya Pai attended Stanford Law School and graduate in the class of 2008. Since then Priya Pai has worked at Kirkland and Ellis. A more detailed resume and CV of hers is also available on the Official Work Site of Priya Pai: Kirkland. You can also follow Priya Pai on Twitter.