Preprocessing – Feature Generation
Price and volume data is the easiest to acquire and holds quite a bit of information. Preprocessing is the technique…
Trading System Description
In the next two weeks, IB's Collegiate Olympiad starts. The following describes the system I'm entering. I previously mentioned that…
Review: The Poker Face of Wall Street
Yesterday night I finished The Poker Face of Wall Street by Aaron Brown. It's a somewhat disorganized combination of poker…
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…
A Game at Hell’s Gate
Let’s say you lived the life of a gambler and now, dead, you are standing at the gates of hell…
Interactive Brokers Collegiate Olympiad
I'm applying to enter Interactive Brokers' automated trading contest. The "Strategy Plan" I submitted is below. This document is required…
Risk-taking
I'm reading The Poker Face of Wall Street by Aaron Brown. The first half has been very good so I'll…
IB Olympiad System Outline
The first version of the system will be organized as follows:VariablesLoad dataPreprocessForecast each data streamOptional: sensitivity analysisCreate a portfolioCalculate position…
India Trip
I've been in Mumbai since January 3rd and I'm leaving on the 16th. If anyone is interested in meeting for…
IB Olympiad System Outline: v.2
I previously posted a system outline and before that a trading plan for Interactive Brokers' Collegiate Olympiad. The criticism I…
