Preprocessing – Feature Generation
Price and volume data is the easiest to acquire and holds quite a bit of information. Preprocessing is the technique…
Statistical Learning Papers
I've been lucky with the past few papers I've read which have been interesting and well-written. These first two were…
Volatility vs. Leverage
Recently I've been curious about volatility and leverage. Here's the problem: let's say you make or lose 10% of your…
Condé Nast Portfolio Article
I was included in a recent article on the future of quantitative finance:Future of Wall Street: Rise of the MachinesSam…
Alternative Hardware
I recently became aware of two technologies which I highly doubt I will have the opportunity to test due to…
Papers and Matlab Files
Matlab has been really fun to learn so far. It's easy to write useful code with very few lines. In…
Conceptualizing Learning Error
When you are trying to find the correct equation to model and predict financial data, you will always have some…
Risk-taking
I'm reading The Poker Face of Wall Street by Aaron Brown. The first half has been very good so I'll…
Probability of Ruin
Catalan Numbers are an interesting way of modeling the probability of ruin.Specifically, Catalan Numbers help find the probability that a…