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807 Articles

Preprocessing – Feature Generation

Price and volume data is the easiest to acquire and holds quite…

Editor SDC
Editor SDC
5 Min Read

Probability of Ruin

Catalan Numbers are an interesting way of modeling the probability of ruin.Specifically,…

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Editor SDC
4 Min Read

Trading System Description

In the next two weeks, IB's Collegiate Olympiad starts. The following describes…

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Editor SDC
6 Min Read

Condé Nast Portfolio Article

I was included in a recent article on the future of quantitative…

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Editor SDC
2 Min Read

House Hearing on Hedge Funds

http://video.aol.com/video-detail/house-oversight-cmte-hearing-on-turmoil-in-the-financial-markets/1389143189/?icid=VIDLRVGOV04The politicians love their ambiguously applicable metaphors.

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Editor SDC
0 Min Read

Conceptualizing Learning Error

When you are trying to find the correct equation to model and…

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Editor SDC
5 Min Read

Interactive Brokers Collegiate Olympiad

I'm applying to enter Interactive Brokers' automated trading contest. The "Strategy Plan"…

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Editor SDC
5 Min Read

Volatility vs. Leverage

Recently I've been curious about volatility and leverage. Here's the problem: let's…

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Editor SDC
6 Min Read

Statistical Learning Papers

I've been lucky with the past few papers I've read which have…

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Editor SDC
5 Min Read

A Game at Hell’s Gate

Let’s say you lived the life of a gambler and now, dead,…

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Editor SDC
6 Min Read