Financial Markets

A suite of automated analysis and charting has been developed from the ground up to inspect price, volume, historic and implied volatility of underlying equities and exchange traded options. A system of genetic and support vector machine algorithms has also been developed to interpret machine-only history-derived structure from large collections of indicators for each individual underlying equity.






Boltzmann Statistics REDOR Analysis (BS-REDOR)

Life is unpredictable. Biology is messy. You've spent a fortune on an isotopic enrichment scheme for your favourite biological molecule, and weeks of instrument time collecting rotational-echo double-resonance (REDOR) data. You're really pushing your luck with your gradute students and fellow instrument users. Now you realize your data can't be fit with a single internuclear distance. A Gaussian distribution of distances doesn't work either. A mixture of Gaussians sort of works, but clearly still isn't good enough. What do you do?

Enter Boltzmann Statistics REDOR Analysis (BS-REDOR). It turns out you don't have to decide on the distribution model before analyzing the data. You can get the probability distribution of internuclear distances from the analysis, and then ponder the meaning, the way data analysis is meant to work.

BS-REDOR was introduced in Gehman et al. J Phys Chem B. 111(27):7802-11 (2007). This page makes available for your REDOR analyses our current implementation of this theory. An evolving guide to using the software can be downloaded here: bsredor_manual.pdf, or as part of the current distribution (version 1.0), available as a bzipped tarball here: bsredor01.tbz. You probably also want to install the GNU Scientific Library and gnuplot as discussed in the manual.

To compile this on your Windows machine we can suggest installing Cygwin - a Linux like environment for Windows. We have successfully compiled the BS-REDOR code using cygwin, but remember to also install the GNU Scientific Library.

Boltzmann Statistics Magic Angle Spinning Sideband Analysis (BS-MAS)

The Boltzmann Statistics analysis developed for application to REDOR data above is adapted and applied here to solid state Nuclear Magnetic Resonance magic angle spinning sideband intensities, as described in Sani et al. Biophysical Journal 100:L40-L42 (2011). The software package is available here: BS-MAS.tbz, and also from git: BS-MAS.git

The system provides a global analysis to a series of slow magic angle spinning spectra, and yields an unbiased distribution in the Haberlen anisotropy and asymmetry chemical shift parameter space. Subtle changes in distribution can be detected and attributed to small changes in sample perturbation.


Our implemention of McCabe and Wassall's FT de-Paking algorithm is provided here as an NMRPipe macro, as described in Sani et al. PeerJ 1:e30; DOI:10.7717/peerj.30 (2013). NMRPipe versions prior to 6.1 use the numeric parameter codes in dePakeFT_pre61.M, while NMRPipe version 6.1 and later includes dePakeFT.M by default. These scripts should be placed with the other macros in $NMRTXT as dePakeFT.M (e.g. download, cd to download directory, and using tcsh run `mv dePakeFT*.M $NMRTXT/dePakeFT.M).

You can also download a bzipped tar file (here: 2H_sw4M_d54DMPC_30C.tbz) which includes the same (Varian) 2H experimental data used in the paper, with the nmrPipe processing file. Please refer to the README.txt explanation file, also included.

As in "enabler for AMBER" ... A few handy utilities we've developed to help with running the molecular dynamics simulation package AMBER. So far it's simply a utilty written in Python to translate input file parameters into English. Find it at git: enAMBlER.git.

Multiple Quantum Magic Angle Spinning Shifted Echo Analysis

In "Generalized biaxial shearing of MQMAS NMR spectra", Journal of Magnetic Resonance 200 167-172 (2009), we demystified the shearing transform typically required to process MQMAS spectra, and extended the logic of the transforming to shearing in two dimensions rather than just one. We make available here some further notes on MQMAS spectra simulation, processing, plotting, and interpretation: 3QMAS.pdf

Macedon Ranges Basketball Association and Woodend Hawks

Volunteer youth coach (Under 12 to U19 Boys and Girls), President, player, referee, and webpage designer and maintainer for the Macedon Ranges Basketball Association.