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More Matlab/IB Code

Here is some more Matlab code to interact with Interactive Brokers' API.…

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Survivorship Bias

Survivorship bias is a simple idea but it's a good time to…

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Interactive Brokers via Matlab

Here's a video guide to using the Interactive Brokers API with Matlab.The…

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Overfitting II: Out-of-Sample Testing

Previously I wrote a note on overfitting during training. Now after reading…

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IB Olympiad System Outline

The first version of the system will be organized as follows:VariablesLoad dataPreprocessForecast…

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Weirdness is the “Curse of Dimensionality”

I read the following well-written section in "The Elements of Statistical Learning"…

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Review: The Poker Face of Wall Street

Yesterday night I finished The Poker Face of Wall Street by Aaron…

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Trading System Description

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

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Interactive Brokers Collegiate Olympiad

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

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Preprocessing – Feature Generation

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

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