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Financial Engineering Search Portal

Matthew Graham

Quantneter
Joined
8/11/08
Messages
19
Points
11
I have/am creating a financial engineering search portal at http://finsearch.mgraham.us. Currently, the engine searches 1466 finance-related sites using google as a back-end. It allows a person to do a search for something like "delta" without having to wade through unrelated things such as the sorority house! If anyone has any suggestions on how to make improvements I would greatly appreciate it. It is already at a stage where it is actually quite useful, I think.

Matthew
 
I just searched for vega, and got hits from marrying in Vegas and Vega hedge fund....:sos:
 
Vega Search

This appears to be due to my inclusion of the Reuters site in the search results. The engine is a work in progress, as I mentioned, and I appreciate the changes so that I can make improvements. Even as is, it is my hope that the engine will cut down on some of the "crap" that hinders us when we attempt to find data on the Internet related to financial engineering.

Matthew
 
Vega Search

I just searched for vega, and got hits from marrying in Vegas and Vega hedge fund....:sos:

Tell me if I'm counting wrong...it appears that 27 out of the first 30 search results for "vega" are related to financial engineering or the field of finance.

Matthew
 
Vega Search (Google)

I just searched for vega, and got hits from marrying in Vegas and Vega hedge fund....:sos:
By contrast, a search on "vega" using the normal google search engine appears to results in 0 out of the top 30 search results having relevance to finance or financial engineering.

Matthew
 
Additional Update

I just searched for vega, and got hits from marrying in Vegas and Vega hedge fund....:sos:

I have made an additional change so that a search for vega brings up a definition as the first result. Thanks for your contribution.

The engine currently searches about 21, 700,000 pages. The QuantNetwork bulletin boards are included in the portal, as well as all linked pages.

Matthew
 
:) Funny, vega is called Kappa in my company...I was scared when I first joined and saw this sensitivity, how come I never seen it before .... is our MFE program enough...:)
 
When someone uses kappa instead of vega it means that persons comes from academia and does some kind of research in the company.
 
:) actually "Kappa" is the standard term being used here by traders, analyst, senior management....And I googled, didn't get any information. After asked one risk monitor on the floor, he told me this is the sensitivity to vol :) :D
 
By the way, Vega is not a letter of Greek alphabet, so academics right :)

Why people call it Vega still surprises me. May be because Vega is the fifth brightest star in the night sky? Is that why fifth "Greek" in finance is called Vega?
 
I'm a finance guy, so I can say this without being arrogant. Many finance guys, especially older ones, do not posses a very "diversified knowledge portfolio". If you asked them what "Animal Farm" is about, the would probably say animals. So expecting them to see the alignment between Vega being the fifth brightest and the fifth greek, I think is too much!
 
I would be very impressed if you could make it return something useful on the search "recovery lock"!!!

I also tried "double no touch", and got nothing. in both cases a regular google search was better. I don't know if this was the kind of feedback you were looking for, I'm just shooting out stuff :)
 
I would be very impressed if you could make it return something useful on the search "recovery lock"!!!

I also tried "double no touch", and got nothing. in both cases a regular google search was better. I don't know if this was the kind of feedback you were looking for, I'm just shooting out stuff :)

I have made some changes that should improve search results for both "recovery lock" and "double no touch". Can you tell me more specifically about what you mean when you say you are looking for results that "return something useful"?

Thank you.

MG
 
I was given 20 minutes the other day to find out 1) what is a recovery lock, 2) how do you price it, 3) what are the potential gains/pitfalls and 4) for which investors would a structure like that make sense, 5) who are the market participants. When the time available is that short, being able to look up something like that QUICKLY would be great. That's what I mean about usefull. An this is IMO google's greatest asset - as compared to "first and second" generation search engines (altavista et al, there were some before but I don't include them) google gives much more relevant search results, whereas these older machines gave 99% crap!
 
Modifications

I have made some additional modifications based on this feedback. I have added some additional sites. I have also created a way to drill down and divide results into categories as follows: 1) Documents 2) Programming 3) Mathematics 4) News 5) Research and Data.

Take a look if you have a chance, let me know if it would pass your usefulness test at this point. Thank you.

Matthew
 
Hmm, I personally think there are too many buttons - e.g. I think a "futures" button is too much. A division between academic stuff, definition stuff (wiki and the like) and news stuff (bloomberg and the like) would be a good idea, but more than that makes it more complicated I think - a good search engine is one that don't require you to think.

A search for volatility skew gives the same pages in mathematics, documents (what is that by the way?) and finance - so I think the number of buttons should be reduced.
 
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